And with Ulster's first clash of the campaign against their fellow semi-finalists from last season, Gilroy knows he and his teammates will need to hit the ground running.
"Like us, Ospreys were semi finalists last season so to have them first up in the league will be a huge challenge," he told the Ulster website.
"It would be great to get a win and get some points on the board early in the season, especially over such a strong team like that."
Ireland wingers Tommy Bowe and Andrew Trimble both scored tries on their return to action for Ulster but it wasn't enough to avoid efeat to Edinburgh at Goldenacre.
Winger Otulea Katoa was on the scoresheet in his first start for Edinburgh, while replacement Magnus Bradbury also crossed.
Nathan Fowles and Jack Cuthbert shared the rest of the points off the tee and Gilroy admitted his side need to improve and fast.
"It was very disappointing, especially after we worked so hard this week in training. We wanted to put on a good show with the league starting next week, but we just didn't turn up," he added.
"We turned up well and were enthusiastic in the early exchanges. We started well but our body height wasn't good enough going into contact, we didn't keep possession well enough and we didn't take our chances when they came along, particularly in the first 40 minutes.
"I think that has cost us. To be fair, there were times when we played quite well and a few individuals stood out, so there are a few positives to take from the game as well."
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