Goals from Nicklas Bendtner and Stephane Sessegnon put Sunderland 2-0 but QPR battled back through Heidar Helguson and Jamie Mackie. QPR goalkeeper Paddy Kenny kept his side level with two magnificent saves but he could do nothing to stop Brown's header.
"It had crossed my mind (that we had thrown the game away). At 2-2 the game goes back onto a knife edge," said O'Neill, who has now overseen two victories in his three games as Sunderland manager. "The points are of paramount importance and the performance was excellent in most part but we lost concentration when we scored our second goal."
He added: "The referee injured himself and we had time to reflect on a 2-0 lead and lost concentration.
"We had chances at 2-2 and there were two great saves from their keeper. It crossed my mind we might not get the points.
"We have won two out of three and that is encouraging. They are still getting to know what I demand. The one thing I haven't any complaints about is the commitment of the team.
"I did miss nights like this. I enjoy the winning of games. You do go through turmoil. If you have won it is worthwhile, if you lose it is a sickener."
QPR manager Neil Warnock felt his side were the better team and that they were let down only by some slack defending, which allowed Bendtner and Brown to score from corners.
"If you are beaten by a better side or by a fantastic goal you put your hand up," Warnock said. "I think we were the better side. We showed some real guts and determination tonight.
"Every goal was really disappointing. To concede a second goal like that could not have been any worse. I can't believe we lost that game. The fans trust me and they know I will sort it out. It won't need much sorting."
Source: PA
Source: PA