Buoyed by new signings and looking to build on Saturday's win over Salford, Town were not at the races at all and produced one of their worst performances of the season to date.
They created barely anything in attack and conceded a cheap goal, with Aaron Amadi-Holloway's second-half header proving the match-winner.
"It's obviously very frustrating," said Brady. "It's an off night.
"They have come to spoil the game and put men behind the ball and try and break on us, which they did well.
"We weren't sharp enough with our passing and it's certainly something to learn from and learn quite quickly.
"I don't want to go too heavy into it but I'm disappointed as anyone and so are the boys.
"We had a performance full of energy and power and pace on Saturday and then tonight it's almost the polar opposite.
"You end up scratching your head and thinking 'why are we like this?'
"But we will look into it because we know we have to be better."