Erik Nevland, Damien Duff and Zoltan Gera scored the goals for the Cottagers while Michael Symes scored for the hosts.
“I am disappointed with the result and with the three goals we conceded,” Coleman said.
“I thought we were the better team until they scored their second goal, but once we went down to 10 men we got a bit disjointed.
“They hadn’t been anywhere near our goal until they scored that first goal, and that was disappointing, (coming) from a set play when we had worked on it.
“The second one was from a set play as well and that could have been stopped.
“But we have played them off the park in the first half and it is a bit of a travesty that we only went in (at half-time) level.”
He added: “We can take heart from that but now it is all about our league campaign.
“We can’t get to Wembley in the FA Cup but maybe we can get there via the play-offs.”