The Robins fought back from three goals down but fell to a narrow 3-2 defeat to Blackpool at Bloomfield Road.
Will Goodwin netted twice but it wasn't enough to answer back the first goals from Shane Lavery, Jordan Rhodes and Karamoko Dembele.
Moments after the final whistle, manager Darrell Clarke said:
"We're obviously dissapointed with the first half defending but in the second half the response was really good.
"We've got to take the positives out of it but there is still a lot of work to do.
"We really appreciate the support tonight and we'll be working hard to turn it around on Saturday."
The hosts began procedings in control, having the lionshare of possesion as they searched for an early opener.
But it was the Robins who went closest first, as Goodwin's effort needed diverting behind by Daniel Grimshaw on 15 minutes.
The Seasiders came even closer just a minute later, as Karamoko Dembele raced in on goal before blasting an effort that rattled the top of the crossbar.
The pressure began to mount and they would take the lead just moments later, as Rhodes headed back across goal for his teammate Lavery to nod home.
Rhodes, quite fortuitously, had a goal of his own just after the half hour mark as Kenny Dougall's long range free-kick hit the front man on its way to goal, wrong footing Luke Southwood.
Dembele then made it three, making amends for his earlier miss firing home a left footed half volley in the bottom corner.
The Robins were right up against it, but managed to reduce the deficit just before the break, as Goodwin worked the space before finishing well off of the far post.
Gaffer Clarke made four changes at the interval to try and further the Robins momentum in the second 45.
That brought a far more competitive battle under the lights, a real contest of a second half that saw both sides neck and neck.
Town got a second just four minutes from time, when another of the substitutes Rob Street headed across goal before Goodwin managed to bundle home his second of the game.
But it wasn't to be enough and the Robins couldn't quite earn the point their performance deserved.
BLACKPOOL (3-4-1-2): Grimshaw; Connolly (C), Pennington, Morgan (Weir 79), Dembele (Carey 66), Dougall, Rhodes, Lavery (Kouassi 66), Casey, Hamilton, Thompson. Subs not used: O'Donnell (Gk), Lyons, Ekpiteta, Dale
CHELTENHAM TOWN (3-4-3): Southwood; Long (C) (Bevan 46), B.Williams, Bradbury (Thompson 46), Freestone, Sercombe, Goodwin, Ferry (Lloyd 46), Smith, Bonds (Street 77), Malcolm (Butler-Oyedeji 46). Subs not used: Harris (Gk), Olayinka
REFEREE: A Herczeg
ATTENDANCE: 9,288 (150 from Cheltenham)