Liam Delap canceled out Joe Aribo's opener for Saints before Paul Onuachu struck a late winner for the visitors.
“Its a really poor result for us, no doubt about it, especially on the balance of play and the feel of the game,” McKenna said. “It felt like it was definitely a game there for us to win.
“I thought we were the better team, but it’s not really any consolation at this moment. Today was about picking up the points.
“I thought we started well, had the much better chances throughout the first half, then went behind with the opposition’s first real chance or first entry into our box after 20 minutes.
“Had the chances to certainly go in at half-time with a lead, but weren’t clinical enough to go and take the chances and then in the second half we didn’t create enough as we wanted to.
“Still had the game under control, didn’t give anything away really, but didn’t execute well enough in the big moments that we were getting.
“And then conceded a really poor goal where we were breaking away and then they win it and they break away, we don’t defend the situation well and it’s a late goal against us.
“It’s a really poor outcome to the game. There were some good things in the game but I think they get lost in the result today, to be honest. We’re very frustrated.”