Fly-half Gordon Ross missed three crucial penalties as Welsh fell to a 13-6 defeat.
"I'm very disappointed not to have won, we had lots of territory but we didn't take our chances" Jones said.
The turning point of the game came midway through the second half when a stunning 80-metre move resulted in the winning try for Tongan number eight Semisi Taulava.
"We kept Worcester in the right areas and our performance was strong but they scored a very good try to win it. On an evening like this points are at a premium," Jones added.
Worcester's director of rugby Richard Hill conceded his side were not at their best.
"We were a bit nervous and we did not plan to kick as much as we did, we are better than that. They kicked better than us and one piece of quality broke the deadlock." said Hill.
Hill also paid tribute to London Welsh's efforts.
"They played with passion and their big pack was impressive. It was a potential banana skin for us as they targeted this game by resting their players for it. Our players dug in and showed enough spirit to win it," said Hill.
Jones indicated that he believes his team are improving.
"We are not the finished article and we have a long way to go. We are moving in the right direction and we have Wasps at home next week when hopefully we can gain revenge for our away defeat," said Jones.
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