"Winning football matches hinges on tight moments and we didn't finish Millwall off when we had the chances," he said.
"It's no surprise that we've scored the goal that's won them the game.
"Defensively, I didn't think we looked shaky. We dominated the game but you can't dominate and not pick up points.
"Jack's made one save - a world class save. He deserved a clean sheet today and I've told the lads that.
"The aspects are improving but I'm not going to sit here and pretend that I'm happy. We have to be more ruthless and clinical in those match-winning moments.
"Possibly a bit of belief in those match-winning moments is maybe what we're missing.
"Scott's (Wiseman) devastated. He's got his body shape wrong but he'll recover from that.
"David's (Fox) had mumps but he'll re-join us next week. Chris O'Grady pulled out of training yesterday with a calf strain.
"We've got to concentrate on our own work and well be doing that tomorrow and Monday."