Bantams boss Phil Parkinson admitted City had been punished for not taking their chances when they came along after a narrow defeat at Gillingham this Saturday.
Gills substitute John Marquis curled home the only goal of the game midway into the second period after City had totally dominated the first half at the MEMS Priestfield Stadium.
Jon Stead twice saw efforts hauled off the line, with James Hanson also having an attempt repelled on the goal-line.
On top of those near misses, good play from Gillingham 'keeper Glenn Morris also denied Stead and Billy Clarke on separate occasions before the break.
Parkinson said: "The first half was as good we have played in a very long time. We completely dominated the game and had some really good chances to score.
"When you have that much domination though, you have to score.
"We've had chances cleared off the line, their 'keeper has made some fantastic saves and we've looked dangerous from set-plays.
"The only thing lacking from us today (Saturday) simply was that moment of quality to win you a game of football.
"That is the story of the day really. I can't really fault the lads for their effort and determination - it was top class.
"I couldn't have asked any more of them in terms of the way they approached the game.
"The attitude of the players was spot-on. The motivation levels to come here and get a result were right up there.
"The first half performance from us warranted at least a two-goal lead in our favour but we just couldn't take our chances.
"Gillingham were always going to have a period in the game being the home side - the substitutes have clearly given them a lift - but we were still looking in control up until that point.
"We were obviously chasing the game after their goal and we probably lost our shape a bit in our desperation to get back into it.
"There is huge disappointment in the dressing room because this was an important game for us. We gave it everything today, however, and we will continue to do so until the final whistle of our final game of the season."
Despite looking unlikely for the trip south, Gary MacKenzie did at least give City a pre-match boost by declaring himself fit for the game following a recent ankle injury.
MacKenzie partnered Rory McArdle in central defence following Christopher Routis' red card last time out against Preston North End on Easter Monday.
The giant Scot played up until the final minute of normal time when he was replaced by apprentice striker Reece Webb-Foster as City chased a way back into the match.
Parkinson added: "He had a swollen ankle for this one but we put some painkillers in him, strapped him up, and got him out there.
"He was terrific - it is every credit to him for getting out on the pitch and getting on with it."