Hearts went down to a 3-2 defeat to the Buddies, and Locke, who was made permanent manager on Friday, was left to rue Steven Thompson's strike within two minutes of the second half which gave Danny Lennon's men the platform for victory.
"It is a sore one to take," he said. "Myself, the staff and the players are really hurting.
"I felt that if we could get the second goal we probably would have gone on to win it.
"We had a few chances and hit the woodwork two or three times but it wasn't meant to be.
"Full credit to the players they never gave up and that is the type of commitment and desire that is required but we shot ourselves in the foot by the way we started the second-half.
"I was disappointed with the first 10 minutes of the second-half because we just didn't get going at all and that cost us. That was the turning point of the game."