The Hornets led 2-0 through Gabriele Angella's double but Simon Cox, Darius Henderson and Jamie Mackie came off the bench and scored in the order in which they were introduced to turn the game on its head, before Cox netted again late on.
"It's not only the mental side, it's the battling side, the personality," said Sannino, whose team lost by the same scoreline to Manchester City in the FA Cup at the weekend.
"We couldn't keep the right distances apart and after we conceded the first goal the crowd helped them a lot. It was difficult.
"It's like a war - we have to consider the personality of the players and I blame myself as well.
"Before Manchester City, I was very happy because we had conceded very few goals but we need to reflect now because we have conceded eight goals in two games."
- Sports & Recreation
- Jamie Mackie
- Gabriele Angella
- Simon Cox
- Darius Henderson