The former Barnsley boss has endured a tough start to life at Leeds, winning only one of his first eight Championship games in charge.
Heckingbottom’s side appeared to be heading for at least a point after substitute Jay-Roy Grot nodded in a late equaliser, only for Atdhe Nuhiu to score his second goal in stoppage time to hand Wednesday their first win at Elland Road since 2007.
“I sound like a broken record,” said Heckingbottom.
“The last couple of games I should be highlighting to the players why we’ve won. Instead I’m going mad at the reasons why we haven’t. They’re both goals we should stop.
“You’ve got to be clinical and take your chances at one end and be ruthless, tight and disciplined at the other.
“The goals we’re conceding are nothing to do with a lack of effort from the players, it’s poor decisions at the wrong time. You’d be disappointed seeing those goals at any level.
“It’s pointless me coming in here making excuses why we’ve not won the game. We all know why we haven’t won the game - we didn’t take our chances and gave two poor goals away.”
Leeds owner Andrea Radrizzani questioned the “commitment, passion and spirit” of the players earlier in the week but Heckingbottom insisted his side are simply lacking a winning mentality.
“I know for a fact that I’ll look back and there will be no lack of effort in there, it’s nothing to do with that,” he said.
“It’s bad decisions at bad moments that have cost the players.
“If you’re saying a winning mentality, then that’s fine. But there’s more to a winning mentality than trying hard.
“Experience is a big one and making key decisions at those times.”
Leeds overhauled the side that narrowly missed out on the play-offs last season and they are likely to be busy in the transfer market again after a disappointing campaign.
“There is quality there but there will be changes in the summer, definitely,” added Heckingbottom.
Wednesday boss Jos Luhukay was also under pressure heading into the derby after winning only one game since taking over at Hillsborough at the start of January.
But the late victory eased any doubts about the club’s Championship status as they moved up to 17th, eight points clear of the relegation zone.
“The team worked very hard. It’s a very good day for us and I’m very happy for our fans,” said Luhukay.
“Atdhe always works unbelievably hard and he’s a very important player to the team.”