Leandro Bacuna said the Royals will keep banded together and push on for points in a crucial period of the season coming up.
The Royals came away empty-handed on Saturday night, with promotion-chasing Sheffield United striking twice in as many minutes in the final moments of the game to take three points from Madejski Stadium.
With Scott Marshall currently in caretaker charge of the first team, Bacuna says the squad will be preparing as hard as ever for a busy run of games over the festive period.
On the defeat against the Blades, stand-in skipper Bacuna said: "I think we dominated from the start, we didn't create that many chances but I think we had more and more possession of the ball.
"They swapped their system around a bit in the second half, they put us under pressure but we kept playing, kept continuing but in the last 10 minutes they made a scrappy goal - a cross from the right side that got touched in.
"We tried everything. Looking at the game we tried going through the sides, through the middle but we couldn't break them down.
"They kept patient and then finished the game off. We need to look back and go from now on.
"At the end Sheffield showed the bit of experience that they have, that's why they're almost at the top of the league.
"We need to continue, keep going because I don't think we played that badly today, we showed passion and we need to keep going - that's the most important thing at the moment.
"We need to get the positives out of the game and look ahead to the next one, we've got Scott who's going to work with us and a whole week ahead now.
"We'll see what's going to happen, we'll keep pushing forward. Rotherham's a really important game because it's a bit of a rivalry at the moment - we've got to win that game."