Director of Rugby Mike Ruddock admitted his side needed to show more of a 'ruthless streak' after the 22-12 defeat to regional rivals Northampton Saints at Sixways Stadium.
Warriors trailed 15-3 at the interval but battled back in the second half and were only three points behind with the numerical advantage in the last ten minutes.
But a late Joe Ansbro try stunned Sixways and left Ruddock to contemplate how his side had come away with nothing from a game they controlled in the second period.
"I thought Saints took their chances, that was the big factor to come out of it. They had four chances and took three of them," he said.
"The rest of the game I felt we dominated possession and took the game to them and tried to create things. Unfortunately we didn't cut them in the way they cut us with the chances we had. We had six or seven really good chances to score, but we didn't convert those and Saints did.
"I told the players after the game that if we are serious about improving our fortunes, not just this season but in the future, then we have to win games we when have set it up like that.
"It was 15-12 and they were down to 14 men, we should have showed a ruthless streak and put them away, the fact that we didn't means I'm talking about a loss instead of a victory after two breakaway tries from Northampton.
"We did all the hard work to get back in the game and put ourselves in a position to win, we had turned their scrum over to give ourselves a great opportunity to finish them off.
"But we didn't do it and we only have ourselves to blame, but you have to give Saints credit for taking their chances.
"They were happy to concede penalties in the breakdown and it took 14 penalties before there was a yellow card. That might have been something that will be talked about, but in fairness they defended very well. We did the same thing against Wasps last weekend but against Saints we weren't accurate enough and that ultimately cost us."
Ruddock admitted the lack of cutting edge in the game cost his side but insisted his team had to players to overcome the issue next weekend against London Irish.
"I think the cutting edge is more of a confidence issue," added Ruddock. "The more you end up on the wrong end of a result the more you don't get used to scoring and converting these opportunities.
"It's a bit like a goal scorer in football. It gets talked about the longer he goes without nailing chances.
"But when you have got some class out there, with the likes of Rico, Marcel, Miles and Latham, sooner or later one of those guys will cut the opposition.
"But Saints defended very well, we have just got to look to keep creating those chances and be more accurate with finishing them off."
Warriors lost Alex Grove to a heavy tackle in the second half and Ruddock also revealed prop Tevita Taumoepeau had picked up a neck problem.
"Grovesy took a heavy knock and he was stunned there for a while, certainly he took a big stinger injury and you could see by the way he walked back that he was shook up," said Ruddock.
"Tevita is struggling with a neck injury. I actually thought he was going to burst away and score but it's a shame he didn't get to the line.
"It's another example of the offload, he created that opportunity but the pass didn't find the spot and we let another chance slip by.
"I would be more worried if we weren't creating those opportunities. We showed last week that we can hold a clean sheet in defence, we had a couple of lapses against Northampton who scored two breakaway tries.
"I thought their second try was a fantastic effort, there is talk as to whether one of the passes was forward but in fairness they ran it out of their 22 well.
"They gave us a difficult challenge in the second half but I thought it was one we met, a challenge we took on and challenge we almost conquered. We put ourselves in an opportunity to do that but let it slip."
One family of Warriors are so committed to the cause they have cut their half-term holiday short in order to attend Wednesday's Greene King IPA Championship Final second leg between Warriors and Bristol.