Skipper James Tavernier admits Rangers must rediscover how to see out tight games after conceding a "criminal" last-gasp equaliser that cost them the chance of a double.
Tavernier thought he had headed the champions into the Scottish Cup semi-finals when he opened the scoring past St Johnstone goalkeeper Zander Clark in the 116th minute at Ibrox on Sunday.
But Clark had the last laugh in sensational style, heading home unmarked off team-mate Chris Kane from six yards following a Saints corner in stoppage time, and then saving two penalties, including one from Tavernier, in the shoot-out.
It was the second time in four days that Rangers had conceded an injury-time equaliser against Saints.
The defeat continued Rangers' long wait for major cup success as they looked to build on their title triumph and fourth-round victory over Celtic.
Tavernier told Rangers TV: "It is obviously highly disappointing when we are celebrating winning the league four weeks ago to this. It is hard to take, really hard to take and the boys, everyone who was involved, the management team, we are just extremely disappointed.
"We have got to look back on it, learn from it and we have got to finish the season well.
"Throughout the season, a lot of the success has been seeing out the games when we have been to places and only been up a goal. We have seen out the games and built the season off that.
"The past two games against St Johnstone we haven't done that and it is something we have to learn and get back to winning games.
"We put ourselves in a great position to get into the semi-final. It is not just from the corner, it is how it started up the pitch losing it and then allowing them to get all that way, allowing them to get the corner and then the keeper gets a free header.
"He is six foot odd and it is criminal from ourselves to allow that. We have to really look at ourselves and analyse it.
"But we have got to pick ourselves up now for the Old Firm next weekend and finish the season strong."