Loki Crichton helped snatch a late losing bonus point with a try three minutes from time that saw Warriors climb off the foot of the table.
But the hunt for a first league win continues and Director of Rugby Ruddock has called on his team to keep the faith and push on - starting next weekend away at Newcastle.
"We are desperately disappointed to lose that game," he said. "We were always playing catch up and the first half ultimately cost us.
"But we still know we have the making of a very good team here and we must scrap for every point.
"The boys are hurting but they must dust themselves off and keep believing. We will turn the corner and we have just got to keep working and keep battling.
"The players are resilient, they have been here before. It comes down to small margins and at the moment we are at the wrong end of that.
"The table doesn't lie but if you look at the results it shows we are not a million miles away."
Ruddock also paid tribute to Harlequins for stopping his side from playing in difficult conditions.
"You have to put it into context and say they did their homework on us, you have to give them credit for the way they stopped us playing," he added.
"We didn't underestimate them and they deserve praise for the way they went about business.
"I felt we deserved a point from the game but we have played much better. The damage was done in the first half and we could never come back from that in blustery and harsh conditions.
"But we will keep working and go to Newcastle next weekend looking for that win and believing we can achieve that."