Struggling Oldham appeared to have claimed an unlikely point when Matt Smith met an 89th-minute corner and cancelled out Stephen Elliott's earlier header.
But James Bailey smashed home in the dying moments of time added on to ensure the Sky Blues took maximum points.
"I thought we should have at least got a point," he said.
"In the second half especially, after they scored and we equalized, there was only one team wanting to win it.
"We've had three one-on-ones with the goalkeeper throughout the course of the game. After we scored Chris (Sutherland) was six yards out and could have scored, then they break.
"We had four minutes of added from no stoppages and then in the 95th minute they score a goal.
"But it's just the way things are going for us at the moment. We have to roll our sleeves up, get stuck in and get on with it.
"It was a really scrappy first half. The pitch wasn't conducive to playing football, for both teams.
"I thought we started the second half well. We started getting the ball down and starting a little higher up the pitch and then obviously they scored, which was a real sickener for us."