The full-back played a key role during the first 40 minutes as his side scored twice, through Lee Dickson and Ken Pisi, to earn a 12-3 lead at the break.
But they were overwhelmed during the second period, with Exeter scoring 17 unanswered points to secure a 20-12 success and go top of the Aviva Premiership table.
Saints saw a losing bonus point snatched from their grasp late on as George Pisi’s try was ruled out by referee Greg Garner.
And when asked where it all went wrong, Foden said: “The wind played a big part in it, but discipline let us down.
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“I don’t know what the penalty count was but there seemed to be a lot for them and not many for us (Saints conceded 10 penalties during the second half, with Exeter conceding none).
“With the wind behind them, they played the corners and made us play out of our own half.
“Our ill discipline cost us in the end.
“They managed to build a score, catch us and overtake us - it’s as simple as that really.
“At the end of the first half, we really needed to put another score on the board. We needed to put that distance between us.
“With only nine points between us at half-time, they were still very much in the game and they managed to haul themselves back into it to get the win.
“We’re disappointed not to get anything from the game. It’s not reflective of the performance we put in.
“I’m not sure what happened with the try at the end. For me, it seemed pretty good. I’m not sure what the referee or TMO saw in it to cancel it out.
“I think we deserved that try.”