With big matches coming up against Ireland, Scotland and Wales, the 48-year-old said that his players must come back stronger after conceding 14 points without reply in the second half.
"There is always going to be a loser on the day, so you have to dust yourself off and get going," PA quotes McKenzie as saying.
"The games come pretty fast, you have to get out there and get on with things. You can't sit and mope. You have got to get on and make adjustments.
"We didn't handle the second half as well as we would have liked. England squeezed us a bit at crucial moments and were able to manage the game."
The Aussies take on Italy in their next European tour match on Sunday.