Highlanders replacement Marty Banks kicked a late penalty to clinch a 23-22 win at Forsyth Barr Stadium last night.
It was the Lions' second loss on tour and Gatland has a clear idea of where his side needs to be better.
It starts with a better end-game plan.
''I think the guys are disappointed,'' Gatland said.
''We put ourselves into a position at 22-13 to control that game and win it. But we've shot ourselves in the foot, haven't we - with some turnovers and some penalties towards the end of the game, and that's allowed them the opportunity to sneak it from us.
''We need to learn from that and to improve and make sure we are better next time. The big lesson is New Zealand sides keep playing for 80 minutes and that was probably the big learning that some of the players got tonight.''
The home team had the better of the scrums and its mighty push towards the end of the game brought about the winning penalty.
However, the Highlanders also got a lot of traction through their clever kicking game.
Gatland felt players who were normally good in the air were not able to retain possession under pressure.
He also felt his side was on the wrong end of a couple of referee calls.
''Robbie Henshaw was adamant he would have got to [Waisake] Naholo and felt that he was obstructed, and that has resulted in seven points. But you have to just take that on the chin and move on.''
There were no hard feelings, though. The Highlanders had joined the Lions in the changing room for a beer and to swap jerseys.
''That is what you want to do and it is part of rugby. We had a battle out there but you put that behind you and enjoy each other's company.''