The 19-17 loss was Glasgow's first home defeat to Connacht in seven years.
"It was incredibly frustrating," said Sean in the Scotsman. "I can't fault the effort of the players because they really worked hard out there, but maybe we need to be a bit smarter in terms of where we play the game.
"When things are not going well we need to settle down a bit and do things differently. You saw the character of the guys in the way they came back into it in the second-half which was terrific, and had Duncan Weir's drop-goal gone over at the end we've have won it and been sitting with two wins from three.
"Two weeks ago it went over, this week it didn't, but actually that was typical of tonight. They could have taken it in closer for him, but we panicked a little in trying to get the points and went for it quickly.
"We were really the only side trying to play the rugby. They defended very well and have a guy on the wing in Fionn Carr who is a bit like Thom Evans who you have to put your tackles in on.
"What we will have to learn from is where we play the rugby and how sometimes you have to put the ball in the right areas. Their defence got on top after the first 20 minutes or so and that was when we were trying to score a bit quickly I think.
"Yes, we have a lot of young, inexperienced players involved and that's where we are right now, but they will all learn from this.
"Now we have to get over this and prepare for the next game, back here against Munster next Friday. It's about how we all knuckle down together and learn and move on."