Manager Steve Eyre was disappointed to see his Rochdale team knocked out of the Carling Cup after losing 2-1 at Aldershot.
Dale had lead through Ashley Grimes at The Rec on Tuesday night but Michael Rankine drew Shots level in the third-round tie before striker Danny Hylton thundered home a volley to seal victory 12 minutes from time.
Eyre said: "I won't lie, I'm disappointed and so are the players.
"We've got a big league game on Saturday against Notts County and while it is difficult, we will try and move on.
"I wanted to get in the next round but we've got to move on and this is what the league is very good for because there's always a game to go at and that's what we'll do."