The Addicks were 1-0 up with six minutes remaining and looking well on their way to a fourth straight league win.
But Reda Johnson's header levelled things up before new Owls striker Leroy Lita grabbed a late winner for the visitors.
"We were 1-0 up and doing well, keeping our shape, and I honestly couldn't see them scoring," said Pritchard.
"Maybe we got tired, a loss of concentration here and there and they capitalised. They play a certain way, they keep hammering at the door. It was really, really disappointing."
Pritchard played a key role in Charlton's opener, opting not to shoot from Chris Solly's cross but instead teeing up captain Johnnie Jackson for his seventh goal of the season.
"I think the way my shooting has been recently, I was probably playing the percentage game there," he admitted..
"Johnnie Jackson is in a good run of form and he always puts them away, so if he was in a better position I was just happy to be involved."