Glasgow lost 23-6 at Ravenhill and, with one more game to go at home to Northampton, skipper Kellock revealed his sadness at the Warriors' run in this season's Heineken Cup.
"We're very disappointed with the way it has gone in Europe," said Kellock. "We've let ourselves down. We're sitting second in the PRO12 which is fantastic but there is a lot of work to go.
"We wanted to push on in the Heineken Cup and show the quality we have in this squad and we went to Ulster for the win but we didn't quite measure up.
"I thought we got our tactics spot on in the middle third of the game, but credit to Ulster for the way they came back into it.
"We are disappointed with the tries we gave away, soft tries, they didn't have to work too hard to get them. You can't come to Ravenhill and give away soft tries."
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