The Preston North End midfielder took to PNEPlayer to signal his disappointed after tonight's loss.
Grimshaw came back into the side in a midfield role this evening with Simon Grayson making nine changes from the weekend's victory over Norwich.
The Lilywhites went into the game full of confidence against a strong Newcastle opposition, however, Alan Browne's dismissal in the first half made the task of progressing into the next round of the EFL Cup all the more difficult.
"When you're playing against a quality team you can't concede goals like that," admitted Grimshaw to the club media channel after the loss.
"Our recent run of games has been superb and we've come away with good results and we were confident coming in tonight.
"Going down to ten men hasn't helped but that cannot excuse the result.
"A few of the lads haven't played too many times but when you play a quality side like that you've got to be on your game.
"We pride ourselves on a defensive record and being hard to beat in games and giving ourselves a chance but we didn't do that tonight."