The skilful striker, who came on as a 75th minute substitute at Molineux, was upset at the performance of some of the Magpies players in the 3-2 defeat.
"The manager has to pick his team and it was fair enough I was only a substitute," said Lua Lua.
"But I feel really hurt when I have to sit and watch certain players just walking around the pitch instead of working hard for the team.
"I also feel hurt for our supporters having to watch some players perform like that.
"People at the match and those who saw it on television know who played well and who did not.
"I want to play for Newcastle and win things with them. But we are now out of the Worthington Cup and the FA Cup. So what are we going to win now?"
Magpies defender Andy Griffin was also damning of his side's performance.
"Wolves showed more desire to win the tie," said Griffin. "That was very frustrating.
"With all due respect to Wolves, we should have gone to Molineux and won. The fact we didn't is embarrassing."
