Jerome came on as a substitute against West Bromwich Albion on Saturday and scored with five minutes remaining, but Graham Dorrans got one back to make the final score 2-1 to West Brom.
"Once you've got back in the game, to let it slip is more disappointing," Jerome said.
"It happened to us against Wigan too. We got back into it, took the lead only to let a sloppy goal in.
"That loss of concentration at the end of games is costing us dearly, and we have to sort it."
Stoke are currently eighth in the Premier League with 30 points from 22 games.