"Having gone one up thanks to a wonder goal from Brad Johnson I would have hoped we could have held on," Gray said.
"Our defensive record away from home this season has been excellent but we give away two sloppy goals and from there we were always chasing the game.
"It was a mad minute that lost the game for us, if we had held our concentration for the 30 seconds either side of half time we could have come away with something.
"We have under performed against the bigger teams like Swansea this season and that has been one of the most disappointing things."
Roberto Martinez
"This was always going to be a massive test for us.
"Sometimes the hardest thing in football can be to win two home games in a row. Players can lose their focus and we wanted to make sure that did not happen.
"But, we had the worst possible start and had to show great character to come back from it.
"Northampton made it very difficult for us but that is nothing new. We have seen it at the Liberty Stadium all season, teams come here and put a lot of men behind the ball and try to stop us playing."