The thing is, Headley could have been talking about other exasperating elements from the Padres' 7-5 loss to the D-backs at Chase Field, a loss punctuated by an A.J. Pollock two-run, walk-off home run to end it in the ninth inning.
"We didn't give it away," Headley insisted. "They won that game."
Though Pollock's home run off rookie reliever Kevin Quackenbush (0-1) ended the game, there were a handful of other missed opportunities and miscues that helped derail the Padres (23-29).
The D-backs (21-32) took a 2-0 lead in the second inning on a peculiar play. With two outs and baserunners at first and third, Cliff Pennington bounced a ball to the left of Headley, as the ball glanced off his glove and rolled into center field.
"I watched it 15 times and it was perfectly placed," Headley said. "A centimeter closer and I catch that."
A run scored on the play, but Cody Ross, who was at first base and running on contact, also scored as center fielder Alexi Amarista appeared to overrun the ball. Pennington was given a hit and RBI, and Amarista an error.
"Alexi saw what was developing [Ross going to third base] and was trying to get someone's attention to cover third base," said Padres manager Bud Black. "When he got back on the ball, it was by him. He was trying to do two things."
With the Padres trailing 2-0, Seth Smith started the fourth inning with a booming fly high off the wall in center field. He tried to stretch a sure double into a triple and was called out on a close play. Black used his manager's challenge but the call was confirmed on review.
"There are times to push the envelope, and we hadn't done anything [offensively], and I felt like that was one of them," Smith said. "And it wasn't even really pushing the envelope. I thought that I was going to be safe. And it took two good throws to beat me."
Then in the eighth inning of a 5-5 tie, and with Headley on first base after a one-out single, Jedd Gyorko singled into center field and was thrown out trying to stretch his hit into a double as the inning ended.
"I thought it was in the gap maybe more than it was, and I thought I'd be able to get there," Gyorko said. "Looking back, it probably wasn't the smartest play. It was an aggressive play, but probably not the right one in that situation."
Pitcher Tyson Ross, handed a 4-2 lead after Yonder Alonso hit a solo home run and Everth Cabrera hit a three-run shot off D-backs starter Brandon McCarthy, looked like he was settling into a groove, as he retired nine of 10 heading to the sixth inning.
But Ross allowed five successive hits to begin the inning as the D-backs scored three times to take a 5-4 lead. Among the hits were three ground balls and a well-placed bunt by Gerardo Parra.
"I was missing my spots a little and they put some good swings on it," said Ross, who allowed five runs (four earned) on nine hits in five innings.
There were some things that did go the Padres way, though.
Reliever Nick Vincent, upon coming in for Ross with runners on second and third and no outs, got out of the jam to keep the game close.
There were the four RBIs by Cabrera, three on one swing but then a two-out double down the left-field line in the seventh inning that knotted the game at 5.
"Cabby is showing signs of coming out of it," Black said of Cabrera, who raised his average to .245 with two hits after scuffling the last month offensively.
The Padres had seven extra-base hits, Tommy Medica had his second pinch-hit in as many days and scored in the seventh on Cabrera's double. Alonso had two hits as did Amarista.
For everything they didn't do -- or didn't do right -- the Padres felt they still managed to do enough to get a win in the first game of their six-game road trip.
"I thought we did a nice job bouncing bacl after that inning," Headley said of the second. "Sometimes, when things like that happen, momentum can shift. Maybe there was an opportunity or two we let slip away, but we fought and we scratched to get back in it."