Stuart McCall felt his “spirited” City side did not deserve defeat - after falling 1-0 at Leyton Orient.
The Bantams - who threatened in spells going forward - went down to Dan Happe’s 64th-minute header at the Breyer Group Stadium.
McCall insisted his team’s display was an improvement on Saturday’s defeat at Salford City, and empathised with his players.
He said: “It was night and day in comparison to Saturday’s performance. They scored with their only attempt on goal.
“To limit a side who have won their last two home league matches 4-0 and 3-0 to that many opportunities says a lot about how we played.
“It was a really spirited effort from the lads and I am absolutely gutted for them. It is as sick as I have felt for a long, long time - because we did not deserve to lose the game.
“I am not saying we deserved to win the game, but there was definitely not a lack of desire.
“The determination and commitment - after a poor result and performance on Saturday - was unquestionable.
“We cannot, in any way shape or form, compare that to Saturday, because we did not deserve what we got.”
Despite the encouraging performance, the former Scotland midfielder was still left to rue missed opportunities when attacking, as well a failure for City to keep the ball out of their net.
The Bantams boss has refused to look for excuses and insists he and his players will battle through a challenging run of results.
McCall added: “We are going through a difficult time at the moment, which happens in football, and we have to stand up and be counted.
“We got into great areas and just did not test the goalkeeper enough. I thought we played some really good football in the first half.
“We put some decent balls in their box and just did not manage to get anything on the end of them.
“They put one good ball into our box and got a header on it which found its way in. It was sickening to lose a ball like that.”