Michael Chopra pounced to score the only goal of the game in injury time at the Stadium of Light.
Chances were few and far between - Paul Robinson made the only two saves of note before Chopra won it for the home side.
Apart from an impressive debut from Younes Kaboul in central defence, Martin had little to smile about.
"We didn't play well and didn't create as many chaces as I would have liked," reflected a downcast Martin at the Stadium of Light. "Even a 0-0 draw would have been disappointing.
"When you don't play well a 0-0 draw is still a 0-0 draw and we have to learn how to protect that. We didn't and I could come up with excuses, but I won't.
"We had players out but we were still strong enough. It was the first match and we were determined to do well but it didn't happen."
Martin revealed that Michael Dawson sprained his ankle in training on Friday, forcing him out of the squad and a late reshuffle with Anthony Gardner coming in to partner Kaboul.
"I thought Anthony did a good job as did Kaboul, who had a very good debut for us, but that's not enough," added Martin.
"We needed more urgency because if you score in the first half you create pressure, but we didn't do that and made it difficult for ourselves. If we don't score, it's always a possibility that the other team will score and that's what happened."
There was no hiding Martin Jol's disappointment after our opening day defeat at Sunderland.