Gillingham boss Steve Lovell had no complaints about Sunderland's two penalties but believed his side deserved at least a point.
The Gills, who sit 17th in League One, fought back twice to equalise in the first half, following goals from Tom Eaves and Brandon Hanlan.
Yet second-half spot kicks from Sunderland striker Will Grigg and Aiden McGeady secured a thrilling 4-2 win for the Black Cats, a result which moves Jack Ross' side up to third in League One.
Despite the defeat, Lovell was proud of his players and the way they competed against a side pushing for promotion.
“I thought we competed for the whole of the game and it was just disappointing to have lost the game the way we did," said Lovell.
“We were in the game until the second penalty went in and we didn’t have enough time to get back into it. Overall, I said to the boys, I am so disappointed for them because we deserved to get something out of the game.”
Sunderland were awarded their first penalty in the 66th minute when Luke O'Nien was brought down by Leonardo Da Silva Lopes, allowing Grigg to convert from 12 yards.
O'Nien won another spot kick 11 minutes later following a challenge from Regan Charles-Cook and Lovell had no complaints about the decisions.
“The referee has given them and there is no point arguing about it,” added Lovell.
“It’s done. Sometimes you get them and sometimes you don’t but when you are down the bottom these things tend to go the way of the other team.
“The referee thinks they are penalties so they are penalties.”
Gillingham attacked Sunderland from the off, with Eaves and Hanlan causing problems for the hosts.
After watching the Black Cats' 2-2 draw with Accrington Stanley last week, Lovell insists the plan was always to start on the front foot and exploit Sunderland's weaknesses.
“I expected to get something,” said Lovell.
“If we didn’t there would be no point going. We had a game plan, had the confidence to stick to it and had a right go. I am just so disappointed we didn’t get anything out of it because we deserved to. I don’t think anyone could deny us that.
“We were in the game, the game was very open. (Sunderland’s) game against Accrington on Friday was open and I felt there were spaces out there we could exploit and we did.”