Tigers, without four senior England internationals, were level-pegging with fourth-in-the-table Gloucester as the game entered its last 90 seconds, only for replacement wing Lesley Vainikolo to finish off one last chance and snatch a 19-12 win for the hosts.
“We put ourselves in a position to try to win the game but made too many mistakes and gave them too many opportunities to win it,” said Tigers director of rugby Cockerill.
“Unfortunately for us, they took one of those opportunities.
“We could have taken four points, we should have had two with the scores tied so late on, but we’ve come away with just one.”
Four penalties from four attempts by Billy Twelvetrees gave Tigers hope of victory before the Cherry and Whites made some concerted late pressure finally pay off.
“The commitment and attitude of the players were fantastic, the ability to bring guys into the line and to want to play was great,” said Cockerill.
“Our defence was really good too, it was a physical game and both sides got stuck in.
"We seemed determined to play out of our half to win the game, which is commendable, but you can’t keep giving away opportunities.
“This is a tough period for us but we’ve come through these before and we’ll prepare as well as we can and aim to do that again.”
Some positive news for Tigers came in a first appearance of the season from Jordan Crane and the contribution of scrum-half James Grindal in only his second start of the campaign.
“It’s good to have Craner back,” Cockerill said. “We’re into the seventh round of the league and this was his first input of the season. He got a good 15 minutes off the bench and he’ll get a run again this Friday against Quins.
"With guys like Waldrom, Woods and Newby all in decent form, it’s good to have that extra depth in the back-row department at a crucial time of the season for us.
“James Grindal controlled things well. He works hard, he’s got lots of experience, he makes things function, he’s not flustered in these situations and he’s a good guy to have there with some of the younger guys around him.
“There’s a lot more than just monetary value with guys like that in the squad.”