Phil Brown felt Southend were the better side despite losing 2-1 at Chesterfield on Saturday.
And the Shrimpers boss bemoaned the amount of injury-time at the end of the game, which culminated in the Spireites snatching victory.
It looked like both teams would preserve their unbeaten starts after Freddy Eastwood's low effort from 15 yards cancelled out Gary Roberts' free-kick. But substitute Armand Gnanduillet headed home a Roberts corner in the fifth minute of added time to end Southend's 100% start in Sky Bet League Two and send Chesterfield joint-top of the table.
The decision by referee Seb Stockbridge to play six minutes of injury time baffled Brown.
"I'm bitterly disappointed for the players because of all the effort and work rate they have put into the game, they deserved to get something from it," said Brown.
"I thought the best team lost and we had opportunities to go on an win it. They are a decent side, there's no doubt about that, but I thought we nullified their strengths and after about 20 minutes we started coming into the game.
"The fact they've scored from two set pieces disappoints me when we've gone three games and had three clean sheets. We were never going to go the full 46 games without conceding, as much as I would have liked to!
"We knew a goal would come against us somewhere along the line but unfortunately six minutes went up on the clock which I found alarming. You could hear the crowd, I think collectively they went 'six!' They couldn't believe it.
"But when six minutes are added on, you have to defend for 96 minutes and we didn't do that."