Les Lionceaux took an early lead through Ryad Boudebouz, but they came undone as goals from Yassine Benzia, Alexandre Lacazette and Yoan Gourcuff saw Les Gones leave the Stade Auguste Bonal with all three points.
"I retain the fact that we managed to worry Lyon, a great team," Ligue1.com quotes Hely as saying.
"We created chances and our great start to the game allowed me to open the scoring, but in the end the energy that we used in the first quarter-of-an-hour cost us.
"It was then difficult for us, especially before half time. Nonetheless, I appreciated the players' self-sacrifice in the second half."
Sochaux drew their first game of the season away to Evian TG.