But after the game the former England international reserved praise only for his team-mates who put their bodies on the line to make sure some points went back to Sixways.
"It was hugely bittersweet for us," said Sanderson.
"It was a great performance and magnificent effort from the guys to battle as hard as we did. To come away with only two points is devastating, especially straight after the game when all you can focus on is the late try.
"We know if we keep putting that same sort of energy and effort into these games then it will turn. At some point that bouncing ball will go out way, eventually that has got to happen in these close games. We have got to keep chasing to make sure we are there when it happens.
"I'm very proud of the performance - very disappointed with the result.
"There were some pretty stressful situations out there and the guys just kept turning up and all credit to them," he added.
"It was always going to be difficult after the Northampton game. We put a lot into that game and came away disappointed.
"But the guys have backed it up in a huge way and deserved more from the derby."
Warriors have now drawn four of the last five games in the Guinness Premiership as the bottom half of the league table has closed up.
Sanderson is now keen for Warriors to return to winning ways in the London Irish clash at Sixways next Saturday.
And he revealed putting a smile back on the faces of home fans - after recent disappointments against Northampton and Connacht - was a big focus.
"It's extraordinary that we have now drawn four out of the last five in the league, I can't image it will ever happen again to us," he said.
"I'm massively proud of what we did out there against Gloucester. It is a very difficult place to come and nine times out of ten we would have come away with four points so we are looking at the positives.
"But the first thing on my mind when I walked off that pitch was London Irish. When we walked back into the changing rooms I was thinking about it and we have been down to them and know we are capable of competing with them.
"We need more of the same. The same sort of energy, same sort of effort and then hopefully that will be four points in front of our home crowd, which is something all the players are desperate for."