The replacement full back's failure to hit the target in front of a 52,500 strong crowd ensured the Lions edged home 23-21 at the Suncorp Stadium thanks to tries from George North and Alex Cuthbert and 13 points from the boot of Leigh Halfpenny.
"I felt for Kurtley because he slipped. We'll never know if the ball would have gone over if he hadn't slipped. As a kicker you don't want to see him slip: if he misses, he misses, but to see him slip is tough on him," said Sexton, who knows exactly what it feels like to line up a shot at goal on the big stage with Leinster, Ireland and the Lions.
"It's a difficult place to be, but it's what you work for as a kicker. It's a great place when you're going well and it's a tough place when you miss. I suppose he'll have a couple of hard days thinking about it but I feel for him.
"The pitch was tough. It was a scrum penalty as well so the ground was all churned up and it would have been tough for him to find a decent spot. I don't think the ref was letting him move a metre left or a metre right - he made him take it from the exact spot.
"He kicked his first two or first three so when he missed the first one I was surprised. But if he had got that I knew we had time at least to go and get a drop goal or a penalty, so that was all I was focusing on then. But the last one, the clock was up, it was either all or nothing, win or lose. It was out of your control."
So just how tough is it to line up a shot at the sticks knowing that the end result depends entirely on a single swing of your boot?
"It's a tough place to be and I don't think you'll ever know until you're standing there. At times you're almost shaking, but you just have to learn how to deal with that," added Sexton.
"You work on your routine and that's what you try and go to when the pressure comes on. If you've got high standards, every kick is high pressure because you want to get it. Kurtley was feeling the pressure I'm sure. And I'm sure Leigh was feeling pressure every kick that he took.
"We've seen the value of a place kicker - Leigh kicked well again and they missed a few, and that was the difference in the end."
Kurtley Beale missed an 80th-minute penalty attempt after slipping on contact
Lions coaches Warren Gatland and Andy Farrell spoke openly about how comfortable they felt the tourists were in defence when the Wallabies weren't given space to run loose ball back at them but Sexton admitted that he and his colleagues always had to be on their mettle against an Australian outfit with threats all over the field.
The biggest of those dangers came in the shape of cross-code convert Israel Folau, with the former AFL and rugby league scoring a brace of tries, the second of which involved a super step on the inside of Sexton.
"It didn't feel easy, no. They've got some pretty dangerous backs and at times we gave them some space and they exploited it. They probably didn't make clean line breaks but they threatened. You saw how dangerous Folau can be; every time Digby Ioane got the ball he seemed to cause trouble, so we do have to shore up a couple of things. A couple of times we bit in and left the last man over when we shouldn't have done. It didn't feel easy but it felt like we deserved to win the game at the same time.
"When I got one on one with Folau, I tried to show him one way - the outside - and he took me on the inside. I thought there was cover coming across. I didn't really identify who was inside me, which I should have, and I got stood up. When you give someone of that size and speed the space that we gave him, it's pretty hard to stop.
"It was pretty hectic and it was pretty crazy out there at times. It was frantic and it was tough to control at times. Luckily we have a lot of good leaders in the team. At times we didn't manage the game so well, especially when we got the try to go eight points up and then we let them get a penalty straight away. We should have cleared our lines there.
"There's things that we need to improve on. We know that it was fine margins and we need to make sure we improve again so that those don't go against us next week."
Jonny Sexton and the Lions will take a 1-0 series lead into Saturday's second Test in Melbourne
The Lions scored two superb tries of their own through Welsh wings George North and Alex Cuthbert and had a second effort from North ruled out by the TMO but Sexton wasn't able to give his outside backs quite as much ball as he would have liked.
The Lions' lineout was superb at the Suncorp, with Tom Youngs and co winning 12 from 12, but much of the possession from that particular source arrived through the front jumpers rather than those at the back.
That meant the ball didn't always arrive in Sexton's hands with the kind of space in front of him that would have made it easier to engineer gaps out wide but the 27-year-old Irishman says his only concern was coming away with a win rather than worrying about just how that success was achieved.
"In an ideal world, we'd get the ball off the very tail and that allows you to stretch that hinge between seven and 10. We didn't get that because Australia only gave us the front, they compressed the middle of the lineout. They probably saw that as a threat because of the centres that we have and the wingers we have.
"Our driving maul was good and you do everything you can to win in these games. You don't go to the back just because you want to: it's got to be on there to go there. Paul (O'Connell) managed the lineout pretty well. As an out-half, I would have liked some ball off the tail, but it wasn't available to us and we made do with what we had."