Stuart Gray said the Owls were undone by the amount of free kicks they gave away during the 2-1 derby defeat to Leeds.
Steve Morison scored the winning goal after Charlie Taylor cancelled out a Chris Maguire penalty to give the visitors victory.
Gray said: “We gave far too many free kicks away and if you keep doing that, you will be punished.
“That’s what’s happened and we only have ourselves to blame.
“They got a fortunate ricochet for the equaliser but they reacted the faster.
“It’s disappointing because we had our noses in front but couldn’t build on the Chris Maguire penalty.
“I’m disappointed for the supporters as well because we had around 24,000 in there today.
“I put two forwards on and we were chasing the game but it wasn’t our day.”