Midfielder Harry Pell admitted fine margins were very much the difference between winning and losing in Sky Bet League Two after the 0-0 draw at home to Cambridge United.
Pell was left frustrated as both he and the Robins failed to break down a resolute Cambridge side eager to make amends after the heavy defeat to Luton last weekend.
"I felt we were the best team in the first half, we were on top and unlucky not to come in ahead. The second half was scrappy," he admitted.
"It's fine margins in this league and we need to start coming out on top in these games.
"I felt they came for a draw and it's two points dropped. We knocked it about nicely and our confidence was building - we just needed that goal.
"We have a big game on Saturday that we all want to get our teeth into - but we're going to be a little bit disappointed for the next few days because we felt we could have won that game.
"It got too scrappy in the second half and they stooped us playing and we couldn't get the likes of Morrell and Sellars on the ball.
"Now we need to get on a winning run and start climbing that table."
Cheltenham now start the countdown to the big local derby with Forest Green Rovers at the New Lawn on Saturday - and Pell is looking forward to the occasion.
"It's a massive, massive game and one that I know the fans are very fond of," said Pell.
"We want to go there and enjoy ourselves. I am looking forward to it and itching for it."