A dour game was settled by Cheltenham striker Paul Benson's 91st-minute header and their failure to score means Chesterfield have now found the back of the net just once in their last five matches.
"That was disappointing and was the goal their first shot on target in the 91st minute? I think so," Cook said.
"We aren't scoring and it's hard for us. We are trying all sorts of different things but we have to keep working.
"It's football and I can have no criticisms over the performance and I have no problem if we work as hard as that, but we shouldn't have lost the game.
"Our perennial problem is not scoring, but when you know your problems it's a good thing and we couldn't quite solve that.
"Cheltenham are a very strong side and they are no mugs, but we played better than the we did in our win at Dagenham on Saturday and I think the lads are getting used to each other.
"It's getting more and more difficult to get into the play-offs for us."
- Sports & Recreation