The Robins were undone by two penalties either side of half time in a 2-1 defeat to Charlton Athletic at the Valley.
Former Robin Alfie May netted both spot kicks helping the hosts turn things around after Will Goodwin put Town in front early on.
After full time manager Darrell Clarke said:
"When you come to a place like Charlton, you need one or two things to go your way and that didn't quite happen for us tonight.
"But for a team that played a lot of minutes with 10 men at the weekend I thought we gave everything to the cause and had a few opportunities so it's a bit frustrating."
After a slow start in South London the game sparked into life as the Robins took the lead on the 10-minute mark.
It was a superb ball from Liam Sercombe from the right to pick out the in-form Goodwin who powered his header past the stranded Ashley Maynard-Brewer.
The goal was the number nine's fourth goal in five Sky Bet League One matches.
That lead would last just seven minutes however, with who else but May to level the scores against his former club.
He made no mistake from the spot after Lewis Freestone's trailing leg brought down Addicks forward Miles Leaburn just inside the area.
Both Curtis Davies and Aidan Keena then looked to test Maynard-Brewer, but neither of the pair could divert their efforts on target.
The hosts had a flurry of chances toward the end of the half and could easily have gone in ahead at the break.
Luke Southwood was to thank for that, turning substitute Slobodan Tedic's effort around the post before tipping Tennai Watson's looping volley over the bar.
Into the second half and both sides came almightily close to taking the lead, as George Lloyd headed over before Tedic couldn't keep his effort down from close range.
Corey Blackett-Taylor was next to test Southwood for the Addicks on 68 minutes, but the Robins shotstopper was once again equal to the near post strike.
Just over 10 minutes from time Sercombe's deflected half volley looked to have wrong footed Maynard-Brewer, but the ball bounced wide of goal.
But it would be the Addicks who would clinch a late winner, Ferry the one penalised this time for a handball in the area.
May would make no mistake from the spot, firing past Southwood to complete the comeback and deprive the Robins of a deserved point on the road.
CHARLTON ATHLETIC (4-3-3): Maynard-Brewer; Watson, Hector, Jones, Edun; McGrandles (Watson 61), Fraser (Campbell 73), Dobson (c); May, Leaburn (Tedic 38), Blackett-Taylor. Subs not used: Walker (Gk), Asiimwe, Ness, Mbick
CHELTENHAM TOWN (3-4-3): Southwood; Bevan, Davies, Freestone (Butler-Oyedeji 87); Long (c) (J.Williams 87), Chapman (Peupion 87), Sercombe, Ferry; Keena (Hammond 46), Goodwin, Lloyd. Subs not used: Harris (Gk), Bradbury, Horton
REFEREE: G Ward
ATTENDANCE: 10,622 (287 from Cheltenham)