Sergio is set to appear before the Scottish Football Association's disciplinary committee on Thursday but could now be summoned again for remonstrating with referee Alan Muir and being dismissed after 77 minutes of a frustrating afternoon for Hearts.
Ian Black was sent off after 16 minutes for the hosts, leaving his team-mates, whose wages are 12 days overdue, facing the remaining 74 minutes with a man short.
Hearts dominated despite their numerical disadvantage, but suffered defeat as a result of Dean Shiels' 55th-minute controversial penalty.
Marius Zaliukas was belatedly adjudged to have fouled Paul Heffernan, referee Muir pointing to the spot following the intervention of assistant referee Stuart MacCaulay and the spot-kick was enough to give Killie a first away win of the season.
Hearts have had numerous off-field distractions of late and are currently operating a media blackout ahead of Sergio's disciplinary hearing next week.
The Portuguese faces a charge relating to alleged comments made about a match official before the 2-0 win at Dunfermline, but could now face further disciplinary action.
Hearts' senior players, meanwhile, are still awaiting payment of their wages, which had been due on October 16. It is not the first time wages have been delayed, but Hearts' players appeared to be unaffected early on.
Danny Grainger hit a 30-yard free-kick wide, Ryan Stevenson headed off target and Black shot narrowly over as Hearts began on the attack.
After Alex Pursehouse was booked for felling David Templeton, Andy Webster headed over from a corner before Black was sent off for the second time this term following his dismissal at Motherwell in August.
The midfielder made a reckless challenge on Shiels midway inside Kilmarnock's half, but was perhaps a victim of his reputation as Muir showed him a straight red card.
Hearts coped well with the blow initially, with Rudi Skacel and Stevenson shooting off target.
Penalty appeals were turned down after Jamie Hamill's drive appeared to ricochet off Pursehouse's hand inside the edge of the Killie box before Webster headed a corner off target.
Killie made a change after 30 minutes, with Pursehouse replaced by David Silva, but Hearts remained on the attack.
Hamill was booked for a late tackle on Rory McKeown, avoiding the same fate as Black because it was a one rather than two-footed sliding tackle.
Grainger then had a corner diverted back to goal by Stevenson, but Annsi Jaakkola clawed the ball over the bar with an instinctive save.
Silva hit a deflected effort wide but Hearts began the second half strongly, with Skacel shooting over before combining well with Stevenson.
The Czech midfielder played a one-two but Jaakkola repelled the shot round the post for a corner.
Referee Muir then awarded Kilmarnock a penalty after an initial hesitation.
Zaliukas and Heffernan tangled as the Killie striker ran into the Hearts box in pursuit of Gary Harkins' through ball, with Muir pointing to the spot following MacCaulay's flag.
Zaliukas and Skacel were booked for dissent before Shiels converted from the spot, shooting straight as Marian Kello dived to his left.
David Templeton scuffed an effort, Zaliukas headed a Hamill corner wide and the full-back shot over as Hearts sought a quick response.
Hamill hit a free-kick straight at Jaakkola before Hearts' woes deepened as manager Sergio's frustrations got the better of him.
Sergio was sent to the stands for arguing with Muir and MacCaulay.
The Portuguese moved behind the dugout, where he could still instruct his assistants and influence substitutions in the remaining 13 minutes but Killie held on for victory.
