Gary Rowett felt sick after seeing his 10-man Burton side surrender to a last-gasp Freddy Eastwood goal for Southend.
Burton often looked the more dangerous side despite having striker Billy Kee sent off before the break - only for Eastwood to come off the bench and secure a 1-0 win for the Blues in the third minute of added time.
Burton boss Rowett said: "I feel sick for the players because, in all fairness, we had more chances than them and more shots than them and they caused us relatively few problems.
"I really felt we were going to see the game out with at least a point, but perhaps we got a little bit carried away in trying to win it."
Burton were seemingly fighting an uphill battle when Kee - booked after just 36 seconds - recklessly picked up a second yellow card a minute before the break to become the third Albion player sent off this season.
Rowett admitted: "We've lost four games this season and in three of them we've had a man sent off in the first half.
"That's just stupidity, although I have to say there was clear foul on Billy in the seconds before he lunged in.
"I was frustrated with that and the linesman apologised straight away and admitted he had made a mistake.
"Things are not going our way in that respect, but I thought in the circumstances we were absolutely magnificent in the second half."
"We've just got to make sure we don't lose heart."