Reading midfielder Jobi McAnuff feels his side were 'naïve' in not being happy to take a draw from their clash with Chelsea at Stamford Bridge.
The Royals went into half-time with a 2-1 lead over the European champions in West London on Wednesday night.
But the hosts equalised in the 69th minute before adding two more to send the Premier League newcomers home empty-handed.
McAnuff admits not working harder to defend a point when the scores were level could cost Brian McDermott's side in the future.
The Royals captain told the Daily Mirror: "We wanted to compete and we want to leave everything out there, which we did.
"But we were a bit naive and it's not like us, so we need to learn fast as that could have been a crucial point come the end of the season.
"Sometimes we need to know when a point is a good one and doing what we need to.
"We should have been a bit more resilient. To concede four without them creating a clear-cut goal is hard to take."
However McDermott, who introduced two forwards after Gary Cahill levelled the scores for the hosts, has no intention of changing his attacking philosophy.
He said: "I made a decision when I got this job nearly three years ago that I'd try to win games.
"Wherever we were in the Championship or the Premier League. If you do that, sometimes you'll come unstuck.
"Having said that, we've won a lot of games late on with that philosophy. I'll stick to that."