Liam Delap canceled out Joe Aribo's opener for Saints before Paul Onuachu struck a late winner for the visitors.
Morsy said afterwards: “The first half was really good, exactly where we wanted the game to be.
“The second half was more even. But we had a lot of good opportunities to create chances and we just couldn't quite get that goal. And when a game's 1-1 in this level, there's always quality and you can get punished.
“Yes, bitterly disappointed. But you want it to be after that. You want to feel the emotions and feel the hurt.
“And we know our fans have backed us incredibly over the years and they'll continue to back us. And we're disappointed for them today as well. We're disappointed for all of us. But we don’t want to feel sorry for ourselves. We'll work even harder.
“Like I said, each individual has to take ownership and has to keep improving. And if we do that and come together and stay together, we'll be a better team because of it.”