The Owls took the lead through Jermaine Johnson`s 13th-minute strike. Megson felt his team were deservedly ahead at half-time but were a shadow of themselves when they emerged for the second half, when goals from Daniel Nardiello and Troy Archibald-Henville turned the game on its head.
"It was chalk and cheese," said Megson. "I thought the first 25 minutes was as good as we've played since I've been here as manager. The game should have been over by half-time. But it was very different in the second half.
"It's really disappointing to lose the last game of the season in front of a big crowd. The goals we conceded were pathetic. As soon as Rob Jones went off we didn't look anything like a defensive unit."
Megson added: "Jermaine Johnson does it but he's got to do it more often. Nicky Weaver has got a nasty cut behind his ear which will require 10 stitches.
"I think it's apparent to everyone what needs to be done over the summer. We've got a couple of irons in the fire but most things aren't done until about the beginning of July."
Source: PA
Source: PA