The Lilywhites were beaten 1-0 at Hillsborough, Liam Palmer settling the contest just before half-time with a close-range finish after a long throw-in hadn't been dealt with.
Neil's men created a few chances, their best being a shot which Ben Whiteman put over the bar from close range after good work from Jayson Molumby.
In general though their attacking edge was blunt.
Neil threw on five substitutes, three of them at the same time in the 77th minute.
That made little difference, in fact Neil admitted they created far less as the game went on.
Neil said: "I wouldn't say it was game we deserved to lose, I thought we were in control of the game in the first half.
"The goal was a shocker, it was a long throw, we lost two headers and we lose the runner in the middle of the box, so that is the biggest disappointment for me.
"We had spoken about it before the game too which has annoyed me even more.
"To lose two headers, we have enough size to deal with it and we didn't do that.
"We had two or three good opportunities in the game. Scott Sinclair had a header just past the post, Brad Potts had a good shot which the keeper saved, then Ben Whiteman has the best chance with the cut back.
"I felt at the top end of the pitch we didn't do enough, we didn't create enough, we got into good areas but you need to commit people, beat people, drop people across.
"The best chance comes from Jayson Molumby a midfielder player, getting to the byline and cutting it for our sitting midfielder.
"I think that sums us up in terms of how threatening we were."
Neil selected Emil Riis as the lone central striker, with Scott Sinclair and Brad Potts wide of him.
Reflecting on the lack of attacking edge, Neil said: "I thought their defenders defended well against us, they didn't let us get front-facing quick enough.
"Our forwards needed to be a bit sharper in their movement, move the ball a bit quicker and be a bit more creative.
"As a forward player, if you get the ball in the final third then once you get there the next bit is to create something from that point.
"It's disappointing because I didn't think Sheffield Wednesday were better than us."
Neil had expected more of a late rally from his side after the substitutions.
"We didn't create enough near the end. I actually thought when we put on who I would deem our more creative players, that creativity got worse," said the North End boss.
"That was disappointing. In the last five or 10 minutes, Sheffield Wednesday turned it and had a couple of breakaways.
"It then looks like they've had more of the game than they actually had. But we didn't do enough to merit enough from the game."
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