Tigers travelled to Kingsholm looking to push on from fourth place in the Guinness Premiership table but were beaten 12-9.
“It was a frustrating night because we did not control field position and we played too much of the game in our own half,” said head coach Cockerill.
“We probably tried to play too much in the first half, then in the second half we kicked poorly and they kicked it back better than us.
“They camped in our half for the whole second half and we did defend exceptionally well to keep them out, but we were not smart enough and that cost us.
“We take one point but we should have been better. We thought we had a good chance to come here and win.”
Second-rower Geoff Parling was at the heart of that defensive effort, but said the dressing room was still a “very disappointed” place at the final whistle.
“We defended well on our line and the losing bonus point is better than nothing, but we came here for a win,” he said.
“In the first half whichever team held the ball was getting the penalties and that is what we wanted to do. Now we’ve got to get back and look for a win at home on Saturday.”
Tigers host Leeds Carnegie at Welford Road on Saturday, 3pm kick-off. Tickets are available now, phone 0844 856 1880, book online or call in at Welford Road. The ticket office is open 8.30am-5.30pm all week, with late-opening hours on Wednesday until 8pm.
