MANAGER Jimmy Floyd Hasselbaink says Burton Albion must keep working hard to get out of the "difficult moment" we are in.
The Brewers were solid throughout the majority of the game without being able to find the breakthrough they needed to advance to the second round.
But the final 10 minutes saw James Ball convert a penalty before Devante Rodney secured Rochdale's passage to the next round.
"The first half was even but we didn't penetrate enough with the ball," said Hasselbaink.
"It looked a lot more solid than the previous two games. Then in the second half we started really well, but in the final third we wanted more creativity.
"We gave chances away from our set pieces, and our advantages. That is where they got the 1v1s that we didn't defend well.
"When you make mistakes, they come and hurt you. The penalty was deserved for them because the boy (Odoh) did brilliantly, and the second is just a mistake where we got punished pushing everyone forward."
Hasselbaink says his side have to keep their belief and work hard as we look to pick up our form.
"We are in a difficult moment," said Hasselbaink. "We are losing balls in silly areas and you'll get punished for that.
"We are the only ones who can get ourselves out of this, by hard work and by believing in ourselves.
"We are going to be down but we are going to handle it. It's tough, to be honest, after they missed that 1v1 you think today might be your day, but then that happens.
"Look, we can't feel sorry for ourselves. We need to find a way."