"He certainly wasn't happy. We went there knowing what to expect and we just didn't deliver - sometimes that happens in football.
"He told us he was disappointed and it is up to us to dust ourselves down and pick ourselves up.
"We didn't perform half as well as we could have or should have and got exactly what we deserved, which was nothing.
"We knew what to expect and that is what was disappointing. We knew what we were coming in to and looking back they deserved to win.
"We are very disappointed. We knew it was going to be a difficult game, that's what Gillingham are all about.
"In the first half perhaps we coped with it quite well, to be fair, but in the second half they nicked a goal and went on to get another one.
"We are bitterly disappointed because we feel it is a game that we should have gone on to win.
"Perhaps we played too long but you have to give them credit, that's the way they play - it works for them and they showed that on Saturday with what is a great three points for them.
"At 0-0 you always have a chance but the goal killed us really because it gave them confidence; we should have won but we haven't so it is back to the drawing board and on to the next one."
As for the free-kick which lead to the first goal, he admits: "I don't think it was a free-kick but when he moved it on it put it in shooting distance.
"He caught it well and got a lot of bend on it and it has just gone inside the post after going right round the wall - all credit to him.
"The second was obviously a deflection which wrong-footed Jamo.
"Now we have this cup game tomorrow so we have to get back to winning ways."
As for the sending off of Jermain Defoe, Kevin says: "I don't know what went on but he felt it wasn't a free-kick in the first place and now it means a suspension.
"At the end of the day you want your best players playing and he is certainly one of them.
"It is obviously disappointing for Trevor and we let a lot of people down including ourselves."
But he says the defeat wasn't the low point of the season, explaining: "I don't think it was as bad as Rotherham; we had chances and a penalty appeal but we didn't get anything."
Prior to Saturday Rotherham had only scored in that 1-0 win over West Ham - they lost 4-1 to Preston at the weekend - and the Hammers face a Cardiff side who crushed the Gills 5-0 just over a week ago.
Niclas Alexandersson is cup-tied, and is replaced in the squad by Richard Garcia.
Squad: James, Bywater, Lee, Repka, Dailly, Pearce, Connolly, Quinn, Garcia, Horlock, Defoe, Etherington, Mellor, Sofiane, Noble, Ferdinand, McMahon, Kilgallon.