Mark Warburton told his QPR players they must learn from their 3-1 defeat at Rotherham.
Lyndon Dykes put Rangers ahead with his fifth goal in as many matches and his 10th of the season.
But the Millers took advantage of some shoddy Rangers defending to take the points.
Rangers manager Warburton admitted he felt “angry” after seeing his side capitulate.
Warburton added: “We get the first goal – really well taken – and just very simply we didn’t deserve to win (after) the last half an hour.
“You can play all the nice football you like, but sometimes you have to roll your sleeves up and do the dirty side of the game.
“Rotherham do what they do and have great physicality. We knew what was coming and had to deal with it better than we did.”
Rangers would have climbed to ninth in the Championship table had they hung onto the lead.
They face Middlesbrough in another away game on Saturday and Warburton is keen to see a response to the Rotherham defeat.
“You’ve got to take lessons from that,” he told West London Sport.
“We’re a team that can play some really nice football. Tonight we could have gone to ninth position. It wasn’t long ago we were 19th
“We’ve been on a great run and the players deserve enormous credit, but you’ve got to keep on learning and keep on getting better.”