Manager Dean Smith blamed Walsall's first home defeat against Brentford on his team "failing to turn up" in the first half.
The only goal of the game came in the 27th minute when Clayton Donaldson deftly headed in a deep cross from the lively Myles Weston.
Donaldson missed a couple of chances in the second half to finish off Walsall, who came back strongly with Ryan Jarvis hitting a post and Richard Lee pulling off fine saves to deny Kevan Hurst and Alex Nicholls.
"It was a lacklustre first half because we never got into any tempo. When we did in the second half we looked a completely different team. Unfortunately it's three points down the drain," said Smith. "I gambled in playing Jon Macken in the first half after he had not trained all week and clearly he needs a few more days to be completely fit.
"We improved when Claude Gnakpa went on in the second half. He looked bright and was unlucky not to score. We needed a bit of drive and energy and when that came I expected us to go on and win but their keeper pulled off a couple of good saves.
"We should have had a point at least and I am disappointed to come away with nothing. I think we were more than capable of beating Brentford but we didn't turn up in the first half. On the second-half performance we should have got something from the game."