A 31-20 defeat at Ospreys saw the Welsh region move top of the GUINNESS PRO12 table with Ulster dropping to fifth and Leinster going fourth following victory over Connacht.
That was Ulster's second successive defeat in the GUINESS PRO12 action and third in four in all competitions with the visit of Irish rivals Connacht up next on Boxing Day.
Gilroy was rested for the trip to Ospreys but admits the defeat hit him no less hard and insists everyone at Ulster is determined to turn their form around.
"There's been a lot of hard work over the last while without, maybe, an awful lot to show for it which is pretty disappointing from our point of view," Gilroy told the Belfast Telegraph.
"It almost feels as if you don't really have time to worry or feel sorry for yourself. There are things to be done and we've Connacht on Boxing Day and Leinster straight after that, so it's some massive fixtures for us that we really need to be ready for.
"It's choc-a-bloc for us. It's part of the season where, I wouldn't quite call it the business end of the season, but there's certainly a lot of fixtures together in a group that, if we can do well, it will certainly make life easier for ourselves later down the line.
"I think you just have to really get back on the horse and produce the sort of results that we know our lads are capable of. We're a fantastic team who is capable of doing well; we just need to show it."
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