Roberto De Zerbi said Albion had themselves to blame for Carabao Cup defeat.
But he did not feel they put in a bad performance at Charlton.
The Seagulls were held to a 0-0 draw by their League One hosts, who then won the shoot-out.
Head coach De Zerbi said: “I’m sorry for the result.
“I’m sorry for us, our fans, because we wanted to win the game.
“We wanted to play the quarter-finals in this competition.
“I think we played a good game, not a fantastic game but a good game, enough to win the game.
“We made a lot of mistakes in the last five metres.
- READ MORE: HOW BRIGHTON CRASHED OUT OF CARABAO CUP AT CHARLTON
- “There were three or four opportunities to score in an easy way.
“March had a chance to score in the second half.
“With penalties, we can lose.
“We had match point with March but we made another mistake.
“When you make mistakes like this, you have to lose the game.”
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