The former Wales captain was full of praise for Connacht's battling effort in Galway and still believes there is a long way to go before the English side can reach their second final.
"I would have taken that result on the morning of the match, but we were disappointed after the 80 minutes," said Jones.
"I was particularly disappointed with their final try and, as the forwards coach, I'm not happy that both of their tries were pushovers.
"We started okay and then went off the boil and allowed Connacht back into the game.
"We were favourites before this game, and we're still favourites to makethe final, but we know that Connacht want this a lot. They're really hungry for it and really dangerous and we have to be ready for them in the return leg."
Connacht coach Michael Bradley was full of praise for the power of the Sale side, especially in the latter stages of the game.
"Their scrum is excellent and they certainly had the edge in that area. The first game was a bit like wait and see, although we certainly know more about them for when we go to Edgely Road," said Bradley.
While Sale picked up an invaluable away win, it was the home side that triumphed in the other semi-final first leg. Pau, the champions in 2000, had Ludovic Mercier to thank for their crushing 37-16 home win over Brive as the outside half helped himself to 27 points.
The second leg matches to determine the finalists are as follows:
Saturday, 23 April - Brive v Pau (kick-off 7.15pm local time)
Sunday, 24 April - Sale Sharks v Connacht (kick-off 1.00pm local time)