The Cardiff loanee admits it was a dejected dressing room after the 3-2 reverse at Wigan’s DW Stadium – a match he felt they deserved something from.
But McNaughton insists he and his team-mates will not be dwelling on it for too long as they get ready for a run of four games in 12 days, starting with a home clash against Charlton Athletic on Saturday.
He says the belief in the camp remains, but concedes Wanderers need to get back on an unbeaten run if they are to climb the table.
McNaughton said: “We’ll come back. You saw that at half time (at Wigan). We could have just capitulated.
“I don’t see any characters that are shirkers or finger pointers, which is good.
“Everyone takes responsibility for their role.
“The only thing you can do after a game like that is look at yourself and see what you could have done better. No one can really do that for you.
“You can’t feel sorry for yourselves because there is a game next weekend and it’s just as important as this one and the next. It’s a marathon this league.
“It is hard because the start to the season the team made means we need to get runs together – it’s not just about getting wins here and a point there.
“That puts pressure on us to go and get the win, like it did at Wigan, but we should have taken something from the game.
“I think of the games we’ve lost, Huddersfield was the poorest one.
“We’ve lost another that I didn’t think we deserved to lose against Wigan, but it’s happened.
“We have probably played a lot worse and ground out a draw.”
Like his manager Dougie Freedman, McNaughton felt Wanderers were unfortunate at Wigan, but says the failure to hold on for longer than four minutes after Andre Moritz’s equaliser was their downfall.
The 31-year-old Scot added: “The boys were gutted. We came in at half time feeling a bit hard done by.
“We worked our socks off to get back into that game and I think we deserved to be back in it – but then a set piece did us.
“If we had kept things solid for 10 to 15 minutes and regrouped after equalising I think we would have had them.
“It gave them such a big lift.
“I said to the lads after the game that after we score, sometimes it’s best just to keep our shape, just for a bit, and regroup.
“Goals change matches and that’s what happened.
“The fans will be devastated. All I can really say to them is that it’s exactly the same in the dressing room, especially after a derby defeat.
“We’d have taken playing absolutely awful and winning, but it hurts even more because in the second half I thought we deserved something from the game.”