Bojan Miovski says Rangers allowed their title hopes slip away too easily in their 2-1 defeat at Hearts on Monday.
Danny Rohl's side took the lead through Dujon Sterling's deflected strike, before Hearts turned it around thanks to second-half goals from Stephen Kingsley and Lawrence Shankland.
It leaves the Ibrox outfit seven points behind leaders Hearts with three matches of the Scottish Premiership season remaining.
"We believed, of course we believed – everyone in the dressing-room believed we could do it," said striker Miovski, who came on as a substitute in Gorgie as Rohl desperately tried to find an equaliser.
"But unfortunately the second half was disappointing. If you fight for the league, you can't play like we did in the second half.
"We started really good in the first half and should have killed the game in that half.
"We gave them a chance in the second half. We lost concentration and gave them an easy goal, in my opinion.
"We brought them into the game, we shouldn't do that. I don't know exactly what went wrong. We need to analyse and improve."
Rangers are now effectively battling to finish second ahead of Celtic and secure a place in the Champions League qualifiers.
The sides meet at Celtic Park on Sunday with Rangers four points behind their city rivals.
"We will give everything until the end and try to collect as many points as we can," Miovski said.
"We need to finish this season strongly before thinking of next season."
