The visitors took an early lead following an Orlando Engelaar thunderbolt in the ninth minute and from then on, everything that could go wrong, did for the Phoenix.
The last time Wellington played at Westpac Stadium they won 5-0 over the Melbourne Victory on January 18 but when David Williams completed his hat-trick in the 63rd minute, the Phoenix were dealt the same treatment.
Merrick, who has spent many years in the coaching game, couldn't recall a time where he had been in charge of a team who had copped such a heavy defeat.
"I probably have but obviously I've hidden it from my memory.
"Not a pleasant day at the office but I feel for the boys, they gave everything."
The loss left Wellington one win outside the top six and their next encounter comes across the Tasman on Friday night against the Central Coast Mariners.
Merrick mentioned the side's mounting injury toll was beginning to weigh the players down following the news during the weekend that midfielder Albert Riera will miss the rest of the season due to damage in his groin muscle and abdominal wall.
The club have been looking for a couple of replacement players but Merrick said their options were thin.
Melbourne Heart 5 (Orlando Engelaar 9, David Williams 19, 51, 63, Glen Moss 54 og)
Wellington Phoenix 0
Halftime: 2-0.