The Robins left the capital empty handed after falling to a 3-1 defeat to Leyton Orient in Sky Bet League One action.
First half goals from Ethan Galbraith and Ollie O'Neill followed by a late Ruel Sotiriou strike was the difference in east London, sinking Town to a second succesive defeat.
Joe Nuttall netted a late consolation but it was far too little too late for Darrell Clarke's side. After full-time Clarke said:
"It's a disappointing day for ourselves!
"But what I will say is and I said it to the players in there, we won't be giving up. We are still in this race and I believe there's enough in there to keep us in the division."
It was a tightly contested opening at the Gaughan Group Stadium as both sides look to stamp their authority on the clash early on.
The Robins came close to their first opening just before the 10 minute mark as Lewis Freestone picked out George Lloyd in the box. The forward tried to divert a deft backheel toward goal but couldn't quite get the required contact.
Orient had their first chance just moments later. Sotiriou did well to find Galbraith in the area but his effort at goal on the stretch was easily dealt with by Luke Southwood.
A quick corner routine minutes later nearly created the opportunity for Aidan Keena to open the scoring but a vital block in the area sent the ball behind, keeping the score at 0-0.
The deadlock was eventually broken just after the half hour mark but it was the hosts who hit the front.
George Moncur gave the ball to Galbraith just outside the area and the Northern Irishman rifled a powerful strike past fellow countryman Southwood, albeit the shotstopper getting hands on the effort.
Sotiriou nearly doubled the hosts' lead five minutes before the break but the oncoming Southwood did well to stop to initial shot before both O'Neill and Khayon Edwards failed to score on the follow up.
The O's would have a second just before the interval however with another strike from range, O'Neill this time curling an effort beyond Southwood from the near side.
Into the second half and a massive chance was gifted to Town by O's keeper Sol Brynn.
A long free-kick forward on 54 minutes was completely misjudged by hosts' number one, presenting Curtis Davies with the chance to half the defecit. But Brynn just about managed to atone for his mistake and unsettle Davies, who prodded wide.
Town weren't short of chances after that and brought Brynn into action again on 67 minutes. Tom Pett did brilliantly to win back the ball and set Lloyd in on goal but after cutting in on his right, his effort was saved.
Substitutes Jordan Thomas and Josh Harrop both had their own chances not long after but neither were really able to threaten the Orient goal.
And the result was settled five minutes from time when Sotiriou this time, curled past Southwood from outside the area to make it three.
The Robins found a consolation at the death through Nuttall, who bundled home his first goal for the club but it wasn't to affect another frustrating afternoon.
LEYTON ORIENT (4-2-3-1): Brynn; Galbraith, Cooper, Beckles (C) (Simpson 62), James; Moncur (Sanders 77), Brown; Obiero (Hunt 77), Sotiriou, O'Neill (Forde 70); Edwards (Agyei 70). Subs not used: Howes (Gk), Piggott
CHELTENHAM TOWN (3-5-2): Southwood; Smith, Davies, Freestone (Thomas 46); Long (C), Pett, Sercombe, Kinsella, Ferry; Keena (Nuttall 62), Lloyd (Harrop 68). Subs not used: Pardington (Gk), Williams, Bradbury, Bonds
REFEREE: S Mather
ATTENDANCE: 7,304 (489 from Cheltenham)
