Michael Duff was left frustrated by his team's defensive showing in key moments of their late 3-2 loss at Fleetwood Town.
Having got back on level terms with minutes to go through Alfie May, Shayden Morris secured all three points for hosts Fleetwood with a late finish in a five goal encounter in Lancashire.
Duff saw his team concede from two set pieces that would ultimately prove costly despite May's late finish and an opener in the first half from Callum Wright.
"Set plays have cost us the game again," he said.
"We've gone up a league and not one team has opened us up yet. We've just given poor goals away.
"If you go up a level the delivery is better and the players are normally slightly bigger and slightly stronger and they see things a little bit quicker.
"You've got to react. You can't afford to go up a league and give up goals from dead balls."
See his full interview above at the top of the page on iFollow and on the EFL iFollow app.
Next for Cheltenham is a Carabao Cup second round visit to Gillingham on Tuesday night.
Tickets for the game at Priestfield must be bought in advance. Buy online and from the ticket office at the Jonny-Rocks Stadium.