The former Blue had Forest 2-1 ahead before two late goals saw the visitors win.
Hudson-Odoi said: "Obviously we knew the results before but in our heads we are playing for ourselves. We tried to get a result for ourselves regardless. The boys fought but couldn't get the result unfortunately.
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"We worked hard, got in the lead and thought we were in a good position. It was unfortunate. It was one of those games.
"Credit to the boys. They worked hard and it was unfortunate.
"It was a nice feeling playing against the boys I know and catch up with them. It was nice to get a goal against my former team.
"You never know in football. There's one game left but hopefully we're safe now and we can focus on Burnley next weekend."