The result saw Dean Keates' Saddlers suffer just their second defeat of the league campaign, giving them plenty of frustration to take out on near-rivals Shrewsbury Town, who they face at Banks's Stadium on Tuesday evening.
Coventry-born Leahy, who joined the club on a free transfer from Falkirk ahead of last season, also admitted that the Saddlers were somewhat frustrated by the match officials, which is becoming a bit of a theme for Saddlers players and supporters alike.
Speaking via the club's official website - Saddlers.co.uk - Luke said; "It was disappointing. In games we try to start really well but we didn’t today and we gave them something to hold onto to.
"There is nothing better as an away team than the home team gifting you a goal and then you’ve got something to hold onto and they ‘played’ the referee really well.
"It was a frustrating day but the good thing is we’ve got a big game Tuesday where we can put things behind us if we win. One of the last sentences before we go out is ‘make sure we start well’ and we didn’t do that and it has punished us and we have lost the game in the first 10 minutes.
"In the second half, we started slow again. You need eight or nine to get going and there were only a couple who started reasonably well. Not enough of us turned up and that showed."
The 25-year-old defender, who has made sixty-four first-team appearances since arriving at the club, then went on to admit that Tuesday's meeting with the Shrews now takes on extra meaning as the Saddlers look to immediately return to winning ways.
He continued; "There is now because we got beat today. I’m desperate for Tuesday to come around the corner and forget about today. You have to plan the same.
"You can’t make more of a bigger deal of it than it is because it’s just a football match and we need to win it. We will recover, do everything right and make sure we are ready for Tuesday."