Bremen moved ahead of Wolfsburg on three occasions before half-time at the Weserstadion in an open Bundesliga encounter, which was labelled "wild" by Hecking.
The home side hit the front in the ninth minute through Zlatko Junuzovic before Daniel Caligiuri equalised immediately, while Franco Di Santo's 16th-minute goal was also cancelled out promptly by Maximilian Arnold.
An own goal from Wolfsburg's Vieirinha saw Bremen lead 3-2 at the break.
Hecking warned his side they cannot afford to defend against higher-quality opposition like they did on Sunday.
"I told them: two goals after - what was is it? 15 minutes? - That's too much," Hecking said at his post-match media conference.
"And you won't find the way back into the game when you play against...better teams. Werder did us a favour, they left us space that we could take advantage of but normally the game is over.
"That is something that makes me furious so I'm not able to be happy that we won the match."
Wolfsburg took control of the match in the second half with in-form striker Bas Dost notching a brace before setting up Wolfsburg's fifth goal to Caligiuri.
"It really was a wild game with lots of long shots - too many, in regards my team," the 50-year-old said.
"That was not the way I wanted them to play and that's what we discussed during half time - that we have to play with more combinations, have more ball possession.
"Then we got back on the pitch and showed an incredible performance you can hardly defend as an opponent. We showed paramount pace and scored great goals."
