First-half goals from Paddy Madden and Dan Burn put Yeovil in charge and although Harlee Dean pulled one back, the Bees were beaten in the play-offs for the seventh time.
"Some players were overwhelmed, especially at the beginning of the game," said Rosler. "Our game didn't function as it should then the goal killed it even more in terms of confidence.
"I couldn't really see nerves in terms of the dressing room and the build-up, I couldn't sense anything.
"But in the first half we were a bit nervous and one or two players just reacted and didn't act as much. That isn't a criticism but some of those players had never played in a stadium like that before.
"Every time we play Yeovil they don't need to work hard to get the first goal and when you go 1-0 down against Yeovil, who defend very deep in their own half, then you'll make life difficult.
"Our players had nothing to lose and lost their nerves. We then bombarded them in the second half and we really should have got an equaliser out of it."