In a game which saw the Whites take the lead on two occasions after overcoming Leicester's early opener, the midfielder explained his frustration at what could have been on a testing afternoon at the King Power Stadium.
“It is hard result to take - we went away from home to the league leaders and scored three goals but we still managed to lose the game,” he said. “We were the architects of our own downfall and we were really disappointed with the final result.
"I felt that we deserved to get something out of the game, but we allowed Leicester to get back into the match and they quickly got into their stride.
“The penalty was a harsh decision that went against us but Andy Lonergan made a fantastic save to keep the score level, but our own mistakes cost us the match."
To see more of Jay's post-match interview, please click on the video below.