Jerome looked to have earned a draw against West Brom when he came on as a sub to head his fifth goal this term.
He said: "Once you've got back in the game, to let it slip is more disappointing.
"It happened to us against Wigan too. We got back into it, took the lead only to let a sloppy goal in.
That loss of concentration at the end of games is costing us dearly - and we have to sort it."