Mike Phillips admitted Wales would "rather lose by 50 points" after their last-gasp reverse at the hands of Australia on Saturday.
Wales suffered their first four-Test autumn whitewash after Kurtley Beale's try 26 seconds from time gave the Wallabies a dramatic 14-12 success in Cardiff.
Australia have won the last three encounters between the nations by a combined total of just five points. In Melbourne last June, Mike Harris booted a penalty with the game's final kick to stun Wales 25-23, then seven days later in Sydney a Berrick Barnes penalty saw the tourists beaten 20-19.
Wales have now lost eight games on the spin to Australia and suffered 20 defeats from 21 appointments with the Wallabies, New Zealand and South Africa since head coach Warren Gatland took charge five years ago.
"It was a game we were in control of and it's very difficult to talk about," scrum-half Phillips said.
"To lose again in the last minute like that, it's devastation. We would rather lose by 50 points, I think.
"But we have got to take it on the chin. We played some outstanding rugby, some of the best we have played this autumn.
"We played really well. We attacked and defended well, and Australia never threatened our line until the last 30 seconds, which makes it more difficult to take.
"It's a case of going back to the clubs and regions now, playing well and improving as individuals, and then come back as a squad and defend our (Six Nations) title."