The visitors played with an extra man for 77 minutes in the League Two encounter after John Spicer was dismissed for a poor challenge on former Shrimpers striker Matt Paterson.
Southend managed to remain on top for large periods, though, until Jacques Maghoma sent an injury-time free-kick into the bottom corner of the net from 30 yards to seal a 1-0 win for Albion.
"Football can be a very cruel game and that was certainly the case for us," Sturrock said. "I didn't have a great view of the red card because John had his back to me when he made the challenge but after he went off I still thought we looked a very competent side.
"The players worked tirelessly and really rolled their sleeves up and got stuck in. I was pleased by how they all gave everything they had but we just couldn't quite hang on and the late goal was a real kick in the teeth. We're all disappointed and another suspension is not going to help our cause.
"Ryan Leonard picked up a hamstring problem in the warm-up so he's out as well, but we will have to keep battling on and if we keep on working hard like that we should be okay."