Sussex head coach was left disappointed after missed opportunities in the field cost his side dear in the 52-run defeat to Surrey at Hove.
Australian Aaron Finch hit a brilliant unbeaten 131 - read match report here - as Surrey posted 192-3, but the opener was dropped in the second over by Jofra Archer off his own bowling.
Gillespie said: "There were a couple of missed opportunities in the field which went on to cost us which was disappointing, and I didn't think our bowlers adapted quickly enough to the wicket which did a bit for the seamers.
"Having said that it was a very good knock by Aaron Finch, he's outstanding in this format but if you drop him when he's barely got started the chances are he will punish you.
"But it's only our first defeat after three wins so we'll be fine."
Finch said: "From a distance the pitch looked an absolute road but it turned out to be quite low and slow.
"The first 50 runs were quite tough but I was pleased with how I got through that and cashed in. Credit to Ollie Pope at the end too, he played some good shots and we ran hard and I got a bit of the strike.
"It was nice to put in a match-winning performance and help us to another good win after beating Essex last night. Our bowlers did an outstanding job, it was a really good polished performance by us."