Fernandez was annoyed at the sloppiness for Sochaux's winner in extra time and that his side suffered three injuries during the 120 minutes.
"We conceded a goal from Sochaux's first shot. Then we fought back and deserved to take the match into extra time.
"Things were against us in extra time when we quickly found ourselves down to nine men. It is a shame because we had the chance to come back to 2-2, but Sochaux's third goal killed us."
Montpellier are struggling in Ligue 1 and currently find themselves in 15th place.