And Locke fears the loss of his experienced number two will disrupt the team.
Brown was this week told that Saturday's Scottish Premiership fixture with St Johnstone at McDiarmid Park would be the last game of his third spell at Tynecastle as his contract would not be renewed.
Administrator Bryan Jackson confirmed Brown would not be replaced when the announcement was made on Tuesday.
Locke was reluctant to go into detail about the decision but it was clear he was unhappy to lose the man he brought in during the summer, when Brown initially worked for free.
"It's very difficult," Locke said at his pre-match media conference. "Obviously I'm really disappointed that Billy will be leaving, but the club has made a statement and I have just got to get on with it myself until the end of the season.
"It will certainly disrupt things a wee bit but I don't really want to talk about it too much because we have a big game tomorrow and I want to concentrate on that, and that's not the message I have put over to the players.
"Whatever's happened this week we have to put behind us and we need to concentrate on trying to get three points tomorrow."
When asked what impact the decision has had on preparations for the St Johnstone game, Locke said: "Obviously it's not been ideal but we are all professionals and we have got to get ourselves focused for tomorrow. It's going to be a very difficult game against a team that are playing very well."
Locke has worked with Brown for the majority of his football career, from when he joined Hearts as a teenager in 1998 and through spells with Bradford and Kilmarnock.
And, despite speculation that there had been a falling-out between the pair, it is understood their relationship remains strong.
"I've learned lots of stuff (from Brown)," Locke said. "He has been a massive influence on my career and I can't thank him enough for everything he has done for me."