Despite going behind after five minutes, the visitors had a number of opportunities to get themselves level.
"We've got to put the ball in the back of the net. We've done everything but put the ball in the back of the net," said Jones.
"Take away the first 10 minutes of the game and I think we've absolutely slaughtered them. But it's that final third, that final delivery, that final little pass that's letting us down.
"It's frustrating because they're so close to it and I feel for them. They are really working hard to try and get it right."
Wednesday travel to fellow strugglers Ipswich Town in the Championship on Saturday.