Craig Gardner's early goal put Sunderland in front and Emanuele Giaccherini almost made it 2-0 when his header was brilliantly saved by David de Gea.
Adnan Januzaj then scored twice for United in the second half to turn the game on its head and leave Sunderland bottom of the table.
Asked for his feelings after the match, interim Sunderland boss Ball said: "Probably a bit of disappointment having done so well in the first half and scored the goal.
"We knew it was going to be difficult in the second half. The players and myself are disappointed as they worked very hard today.
"We think the two goals we conceded could have been prevented with a bit of communication.
"Even towards the end of the game we tried to change things round and go a bit more direct with bringing Connor (Wickham) on."
Asked about De Gea's save from Giaccherini, Ball added: "It was a great ball in and a fantastic save, but they are the fine margins, and we need to make sure these opportunities go in."