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Striker Danny Kedwell acknowledged that Gillingham’s players can do better.
The Gills suffered a 2-0 defeat at Shrewsbury after conceding a goal in either half.
“It is frustrating,” said Kedwell, speaking before manager Martin Allen’s sacking on Sunday.
“We had our chances, in the first half especially, with me hitting the post and had we scored then, we would have been back in the game.”
The Gills were unable to respond to Shrewsbury’s 17th-minute opener.
Kedwell said: “They did their job on us. We couldn’t break them down and get that goal. They played deep which we weren’t expecting. I thought we did well first half and deserved to come in with a draw at least.”
Shrewsbury finished the job off with a second goal eight minutes from time.
The Gills now face two home games inside the space of four days, starting with Preston on Saturday.
Kedwell said: “We will keep going. We will need to make sure we work hard on the training pitch and try to get another home win.”