After a hat-trick of first-half saves - all to deny man of the match Glen Johnson - Jaaskelainen must share blame for Pompey's winner.
But Megson said: "The defending for the corner was very bad, letting it go straight in like that from Belhadj's corner.
"Did Kanu claim it? Well, he would. I should know, having had him at West Bromwich Albion!"