Captain Carl Winchester admitted the Robins needed to make dominance count as they lost out 1-0 to Carlisle United at the LCI Rail Stadium on Good Friday.
Cheltenham had over 20 shots on goal in the Sky Bet League Two encounter in wet and blustery conditions.
But a second half penalty from Jamie Devitt proved enough for the visitors to keep their play-off hopes alive.
"I thought we started really well and we are playing some nice football at the minute, but when we are on top we need to take our chances," said the Irishman.
"If we would have scored in the first half I think it would have been game over because we showed what we can do when we went one goal up against Crawley and Swindon.
"When you are on top you have got to take the chances and we played well for an hour. But the last half hour it went sloppy.
"If we do it for 90 minutes we have no problem, we would be right up there. We have people who can pass, move and control it with Mo (Eisa) flying up top.
"They have a lot of experience in their team and ground out the result. That is why they are up near the top."
Winchester impressed in the middle of the park and admitted he was enjoying the role.
"We have got players who can handle the ball and take it under pressure," he said.
"It's going well for us at the minute and we have been on a good run, we are just disappointed to lose this one.
"I am enjoying playing in a midfield three with Joe (Morrell) and Nigel (Atangana), they are two good footballers.
"The gaffer has brought players to the club who can handle the ball and I think the fans appreciate that and the football is good.
"Everyone is doing well when the ball is on the floor and today we just needed to take our chances."
Cheltenham now travel to Exeter City on Easter Monday and Winchester is predicting a good game between two football sides.
He added: "Both teams will try and play so it will be nice to see who comes out on top.
"We are playing a lot of nice football so Exeter will be a good test for us, but a good one that we are looking forward to.
"We are enjoying how we are trying to play. The gaffer tells us to keep playing like this and play our own game. If we make a mistake, forget about it and go get the next ball.
"The fans really stayed with us today, they are great here and I think they appreciate the style of football we are trying to play. It's good that they are right behind us."