Scotland captain John Barclay and man of the match Stuart Hogg felt they missed a rare opportunity to claim the scalp of New Zealand after losing 22-17 at Murrayfield on Saturday.
Despite being depleted by injuries before kick-off and losing more players during the contest in Edinburgh, Gregor Townsend's team more than held their own against the All Blacks.
The world champions had to rely on a desperate Beauden Barrett tackle to prevent Hogg from scoring a try that would have tied the scores in the last minute.
And had the star full-back been allowed to cross, the boot of Finn Russell could even have seen Scotland join Australia and Ireland as one of the only teams to upset Steven Hansen's dominant side in recent years.
Asked by the BBC if he felt the hosts could have won, Hogg replied: "Yeah definitely, we firmly believed all week. We knew the challenge was going to be tough, we were aware of that. I think we just came up short, haven't we?
"You don't get to play these games on many occasions, against the world's best. A couple of little mistakes here and there allowed them to get back into the game, but we take some confidence from that and fire into Australia next week."
Barclay added: "We're gutted we lost that game to be honest, very proud with the effort, but that's one that got away. We also have to look at all the positives. It's one of the best teams in world sport."
Hansen claimed Scotland's competitiveness was not unexpected given they got the better of the Wallabies in Sydney in June.
"We expected Scotland to be strong and they were," he said. "That's what Test match football's about.
"Scotland have won their last four games, they beat Australia - Australia's a good side."
The All Blacks had Sam Cane and Wyatt Crockett sent to the sin bin in the second half and Waisake Naholo was fortunate to avoid a similar fate before the break for colliding with Hogg in mid-air, leaving Hansen to question some of the decisions made by the match officials.
"You just get frustrated when it's not consistent," he said. "A bit of consistency would be good.
"Consistency's about both teams, if you win the lineout and you take it down and everyone charges forward, they're offside."
New Zealand skipper Kieran Read, meanwhile, knows his team were somewhat fortunate to escape with the victory after allowing the hosts back into it during the closing exchanges.
"We certainly knew it was going to be that way, they came out firing, threw the ball around and that's what Test match rugby is all about," he said.
"Really enjoyed it.
"They came back well once we got that lead. We'll be honest with ourselves, that's when you've got to put games away."