Andy Butler saw red for the Saddlers in just the 18th minute and David Mooney duly put the League One leaders ahead at the break.
"We can't win them all but we've gone mighty close to making it nine games, " Slade said.
"You have to say their goalkeeper was the best player on the pitch, he made two terrific saves, we hit the woodwork and unfortunately they scored from their one opportunity. That's football sometimes and you just have to take it on the chin.
"David Mooney finished his chance well and his goal got us on track straight away, so that was really pleasing but we couldn't quite back it up.
"For all the possession we had we didn't move the ball quickly enough at times, maybe the game we had on Monday at Brentford has caught up with us a little bit because we didn't seem to play with quite that same energy and that vigour at times.
"Do I think that we did enough to win this game, of course I did. We had pressure and there were moments where we could have won the game but it wasn't to be.
"It's disappointing but we are still three points clear at the top and we have to be happy with that after nine games."