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Gills skipper Adam Barrett was frustrated at seeing another opportunity pass them by on Saturday.
A deflected corner separated Gillingham and visitors Bradford at Priestfield and said: “We are disappointed as at home we wanted to get that elusive win.
“I don’t know what happened with their goal. It was whipped in at the near post, it seemed to take a couple of deflections on the way and that seems to be the way things are going.
“That goes in, we’re 1-0 down at home and desperate to do well. We had a couple of good chances ourselves and we’re just not taking them at the moment.
“We are getting punished for any little thing at the back and it’s been costly.”
It is now eight league games without a win for the Gills since the start of the season.
“We are surprised (not to have won),” said the Gills captain.
“We came into the season full of confidence. We knew we had a tough start and we need to stay together and stay positive. There is a long, long way to go but we have to start picking up points.
“Last year everything went our way but at the moment they are going against us. It’s now we will see the real characters. We need to stand up, be counted and fight for one another.”