Darrell Clarke vowed to bounce back after Cheltenham were relegated from Sky Bet League One on the final day of the season.
A late Nick Freeman goal saw the Robins fall to a 2-1 loss at Stevenage when only a win would have been good enough to keep the visitors up.
Clarke’s side ended up two points behind Burton, who also lost their final game, to bring an end to their three-year stay in the third tier.
“It’s an agonising day. I’m gutted for our supporters and gutted for everybody at the football club,” Clarke said.
“To miss out by a couple of points is gut-wrenching. But the table doesn’t lie after 46 games and the boys have given me everything since I’ve been in the building and since I’ve been at the club, but we’ve just missed out.
“There haven’t been many games when I can fault them to be honest, just on that quality element of what they need to be a League One player on a more regular basis and we haven’t shown that, certainly in the last eight weeks, that bit of quality at times.
“Heart, desire and application: the boys haven’t left anything out on the pitch, that’s for sure.
“I always say this in life: it’s not how many times you get knocked down, it’s how many times you get up.
“Tough day for the football club, but it’s a great club and I’m sure we’ll bounce back.”
Stevenage opened the scoring in first-half stoppage time with Kane Hemmings slotting home a penalty after Elliott List had been fouled by Elliot Bonds.
Cheltenham found a lifeline with eight minutes of the second half gone, with Matty Taylor heading home from a Will Ferry corner.
The Robins hung on as the final minutes of their time in League One ticked away, before Freeman scored in the 90th minute to confirm Cheltenham’s relegation.
Stevenage ended their first season since promotion to the third tier in ninth, five points off the play-off places.
Caretaker boss Alex Revell said: “We got there in the end. It was always going to be a really difficult game because of the circumstances.
“It was frustrating at times because in the first half they came after us.
“That was always going to happen and for a team that has suffered that disappointment of not making the play-offs, in the last two games we have gone away to Oxford and drawn and today beaten a team desperate to stay up.
“It shows the character of all the players and that mindset that has been created here now, we are winners. We keep going until we physically can’t do it. I’m really proud of them, of every single one of them.”
