They now face two crucial derby day ties with Connacht in Galway on Boxing Day and Ulster in Limerick on New Year's Day and Leamy insists they will stick together in order to bounce back from their Heineken Cup disappointment.
"They'll be no pointing fingers, everyone will comeback with a positive attitude," said Leamy, after the 19-15 defeat at the Liberty Stadium.
"It starts individually. We're very much a group and a collective at Munster but it starts with the individual. It's starts with me and it starts with everybody else.
"We'll just have to work a little bit harder and use the hurt that's been given to us to bring out the best performances we can."
One area in which Leamy hopes to see definite improvement against their Irish counterparts at The Sportsground and Thomond Park is in the setpiece.
The Ospreys were clear victors of the battle at scrum time in Swansea and Leamy admits that platform ultimately helped the Welsh side win the war.
"Our scrum was definitely second best," added Leamy.
"It's a huge area in rugby union and it was one area where we fell down pretty badly in. We can have no complaints.
"Everyone will look at the front row but we've got to take this on as a forward pack. We've got to look at ourselves and we've got to be a lot better than we were.
"You have to give the Ospreys credit. They obviously did a lot of work during the week and were hugely improved from last week and we weren't as good as we needed to be. It's such a crucial area and to come out second best there meant we were playing second fiddle for a lot of the game.
"But I'm not going to criticise our front row. As a forward pack we need to look at ourselves and sort it out."
Denis Leamy plans to lead by example this Christmas
Munster currently top the Magners League standings by four points having lost just twice in 10 domestic matches so far this term.
And while they intend to remain in that position right the way through to May to secure a home Play-Off semi-final, they haven't given up hope of a third European crown.
Saturday's defeat may have been hard to take, but their continental dream is still very much alive. Europe's highest ranked side know that their quarter-final fate remains in their own hands.
That losing bonus point they picked in South Wales could yet prove crucial in achieving that goal but narrow losses aren't what Munster are about. Winning is the only thing that matters in Limerick and Cork and Leamy made it clear that a solitary point in defeat can offer no comfort in the short term.
"If you could see our dressing room, the fellas are absolutely gutted in there. We play this game to win every match and, unfortunately, it doesn't always happen like that.
"We created enough opportunities and got into enough areas where we could score but we just didn't really take our chances and it's very disappointing to come away with a defeat.
"I thought we'd have been knocking at their line trying to get the win rather than trying to save a bonus point.
"The bonus point is probably comfort for another day. Losing the winning four is what we're hugely disappointed with."
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