The League Two side raced into a two-goal lead before the hour mark and added a third on the stroke of half-time from a free-kick. After a ‘telling off’ at half-time, Lockyer felt there was an improvement in the second half but the Hatters couldn’t find a goal to kickstart a comeback.

“We’re obviously massively disappointed," Lockyer admitted to BBC Three Counties Radio. “It is not how we wanted to bow out of the cup by any means. The damage was done first half where we just didn’t do the basics and when you come to a place like this, the last thing you want to do is give them an early first goal and let the crowd get right behind them like they did.

“We weren’t hungry enough in the first half and it shows if we come off our standards even slightly then we will get punished. It hurts and it’s a learning curve for us.

“When we went over to the fans at the end, it could have been easy for them to be effing and blinding at us after we’ve just lost 3-0 against a League Two side but they weren’t. They were right behind us, singing, and fair play to the ones that travelled and stayed to the end even though we were losing 3-0. I think that shows the togetherness we’ve built with the fans because it’s going to be massive moving forward.”

Fourth in the league ahead of Saturday’s match against Coventry City, focus from the players and manager alike turns to that fixture as they look for a response.

“When you look at success it isn’t plain sailing, there is always going to be bumps in the road. We’re all trying to be successful here, we’re all trying to win every game we play in but it wasn’t the case today. Grimsby are no pushovers, especially when we come here and when we gave them that first goal it was uphill from there.

“If we drop our standards even a little bit, we’re going to get punished and that doesn’t matter who we’re against. We’re a team that is built on hard work, when we come off that, we’re going to get punished and that is what happened tonight.”