"I hated the fact we had to turn the ball over there on third-and-eight, so I don't really feel like we did [close the game],'' Sherman said. "The biggest thing is we didn't turn the ball over in the fourth quarter and allow them the opportunity to score points.
"It could have been disastrous. We had to punt with 1:54 and we should've punted with about 1:20."
Dolphins quarterback Ryan Tannehill threw a third-and-eight pass to Clay in the flat, but instead of staying in bounds and fighting for the first down, Clay ran out of bounds shy of the first down marker, and stopping the clock.
Miami's defense was able to bail Clay out, and seal the win for the Dolphins.
The Dolphins will look to cut down on mental errors on Sunday, when they play host to the St. Louis Rams.