Captain James Vaughan was disappointed to have not capitalised on a good opportunity to "kick-on" - in a 2-1 loss to Port Vale.
City's three-match winning streak was halted by the Valiants after former Bantam Will Atkinson struck an injury-time winner.
Vaughan cited a poor first-half showing as one of the deciding factors in defeat and admitted everyone in the dressing room shared a similar feeling.
City’s goalscorer said: "We were all very disappointed. We felt it was a great opportunity for us to kick on.
"Ultimately, we were not good enough in the first half and that paid.
"We created a lot of chances in the second half and deserved a lot more from the game, based on that, but it needs to be maintained for the full 90 minutes.
"We were below par, it is as simple as that. We were gutted with the result.
"We felt we needed to win the game, but did not play as well as we can, so we only had ourselves to blame."
According to Vaughan, defeat at the Utilita Energy Stadium has made a fast response all the more important.
The Bantams travel to Macclesfield Town on Saturday - with another healthy away following expected - and the former Everton striker insisted he and his team-mates must bounce back.
Vaughan added: "We have to put this behind us, now.
"We will be working hard for the rest of the week and we have to go to Macclesfield, at the weekend, and be prepared to put this right, which we are.
"Our supporters have been incredible, all season, as they were against Port Vale.
"They deserved better and we were let down at not being able to send them away happy, as we recently have been doing.
"Their support and loyalty is there for all to see, which lifts us and really gets us going.
"We are going to need them for the rest of the season and will be giving everything - at Macclesfield - to give them something to shout about."
A small number of standing tickets are still available for Saturday’s trip to Moss Rose (3.00pm). CLICK HERE to purchase.