It would be harsh to say his miss cost the Clarets three points, after all the forwards in his team should have converted one of the many chances that fell their way, but fans at Turf Moor were shocked into silence when Alexander failed to even forced David James into a save.
"We were all shocked when Graham Alexander's penalty went wide. It becomes a formality. He has a phenomenal record and it was probably inevitable he'd miss one eventually," said Brian Laws, the Burnley manager.
"He's disappointed because he believes they are a formality, but I certainly won't be giving him a hard time. He'll be working hard and he'll be first in line the next time we get a penalty."
Alexander's distinctive penalty-taking style stems from his experience of playing for the Iron in the 1992 Division Four play-off final against Blackpool.
The right-back had not taken a spot-kick before that point, but volunteered when the match was still level after extra-time.
He missed the kick, was in tears as the Seasiders won promotion and the Iron faced up to another season in the basement division, and vowed to perfect the technique.
Although he has now missed five more times, a record of 74 conversions from 80 attempts puts him up there with the best penalty takers in Football League history.