Hearts had been riding a wave of positivity after recent performances from the fresh-faced starting eleven had produced respectable Clydesdale Bank Premier League results and a place in the Scottish Communities League Cup Final.
"All the time with young players it is the same, it is a learning process," McGlynn said. "You have to take the bad games on the chin and get better from it."
He went on: "It's a lot easier in games when they're allowed the time to get the ball down and pass it. We're not going to blame the young lads for the defeat, we all have to defend our situation better, but they still have to learn from this."
Time on the ball was certainly something Hearts did not get. A 20-yard Jamie Walker shot was all they could muster on the attacking front from a first half that saw their opponents swarm around the attacking quartet, continually forcing attacks back to the defence for a rethink.
However, rather than heap praise on his side, Killie manager Kenny Shiels took time to praise the efforts of those behind the scenes at Hearts and their insistence on bringing through young players from the academy.
"I don't think Hearts get enough credit," he said.
"People like John Murray [Hearts director of football], I don't think Hearts realise how lucky they are to have someone like that in the development side of the club.
"They know that their long-term planning is really good and I have a lot of respect for that. They want the club run the right way."