The result sees the Hatters slip to third in Sky Bet League Two as Notts County and Accrington Stanley move above them.
Jones said: "I am disappointed. Credit to Coventry, they defended, they had a game plan. The game lacked a real flow to it, we were trying to create that, but we couldn't.
"They got a goal early on out of nothing, but they defended resiliently. We know they have got the best defensive record and we tested it. Their keeper has made some good saves, we have missed chances and I am disappointed.
"We have been on a good run so far this season and this month, it's just disappointing to finish the month with just one point from the last two games.
"We knew the first goal would be vital. They came here, they defended well, hit us on the counter attack in the second half. First half we have given them that goal, we have switched off a little bit from the cross and that set the tone really.
"We didn't look sharp enough in the first half, we gave the ball away every time we got it into our front three. It didn't stick, we didn't have that platform we normally have, so that's the disappointing thing for us.
"We still had enough chances to get something out of the game, but it wasn't to be. We have got a bit ragged after Glen has got sent off, then we have lost the game."