United were undone by a controversial winner scored by Blues captain John Terry 13 minutes from fulltime.
Brown was exceptional in central defence alongside Jonny Evans. The pair kept the league's supposed most potent and powerful strike-force at bay with a commanding performance.
"We were fine," Brown told MUTV. "I thought we played well as a back four and I thought we limited them to very few chances.
"In that sense, we felt like we did our jobs, which makes it worse when they score a goal like that. It's disappointing. We just have to keep going and try to put this behind us. We need to carry on playing as we did today, but just add goals to the performance."