Frustrated manager Gary Johnson admitted his Robins needed to address a lack of 'mental toughness' away from home after the 2-1 defeat at Coventry City.
The Robins looked dangerous in the first half and Mo Eisa equalised after Cheltenham went behind early on.
But Marc McNulty won the match for the Sky Blues after the interval to leave the Robins eight points off the play-off race.
"Our away performances, in the second half, lack mental toughness and we don't pass the ball properly and we don't have enough runners or goalmouth incidents," said Johnson.
"We showed in the first half that we've got it, but away from home we don't seem to have it in both halves.
"I know it's a difficult place to come but this was a good opportunity against them to get some points. We let ourselves down in the second half."
"In the first half we did okay, but as well as the goals they were territorially more dangerous than us overall."