Darwin on Transitional Fossils

Darwin himself was well aware of the problems that the fossil record posed for his theory...Where were the multitudes of transitional forms connecting different groups, as predicted (and expected) by his theory?
Explore Evolution, p. 30

What Darwin actually wrote:

Why then is not every geological formation and every stratum full of such intermediate links? Geology assuredly does not reveal any such finely graduated organic chain; and this, perhaps, is the most obvious and gravest objection which can be urged against my theory. The explanation lies, as I believe, in the extreme imperfection of the geological record. Charles Darwin (1859), The Origin of Species, p. 280.

Darwin's statement acknowledges an incomplete fossil record rather than a problem with his theory.