"They gave it their all," Millington says of his Town side after narrow defeat at Maidenhead
Town lost in the league for the first time in six games thanks to Kane Ferdinand's first-half goal.
"Disappointed really with the manner of the defeat, I don't think the lads could have done any more," Millington told the Courier.
"They gave it their all. We knew it was going to be a tough test, league positions in this division are pretty deceptive at times.
"We know Maidenhead are athletic, they come out of the blocks firing. They score 28 per cent of their goals in the first 15 minutes of games, so we knew we had to match them in the first-half.
"Disappointed with the manner which we conceded the goal, but the lads gave it a right go and on a different day, had we managed to squeeze one of those chances in, we could well have gone on and won it."
When asked whether he felt his team had done enough to win the game, Millington said: "It's one of those games, and there are so many in this division, where the first goal was crucial.
"Their defensive record at home us up there with the best in the league and you know that once that first one goes in, it's going to be very difficult for us.
"On the flip-side of that, if we'd have been the ones who scored the first goal then I think they'd have found it very difficult to get back into it.
"It wasn't for the lack of effort, it wasn't for the lack of application. I thought the attacking subs we made influenced it and had an impact, but ultimately, we huffed and puffed and couldn't quite blow the house down."
On whether the match highlighted the fact that Town are missing a striker capable of scoring regularly at National League level, a criticism repeatedly levelled at the team by Town fans, Millington said: "I'd reflect that back to the fans and say 'are you disappointed with Milli Alli and Aaron Cosgrave?' because I thought Aaron did a great job today in linking play, getting hold of the ball, getting into advanced positions.
"Milli Alli, we know what a threat he is and there's not a team in the league who wouldn't want him.
"If people are disappointed with those two as our front-line then I find that disappointing really."
Millington felt Town should have been awarded a second-half penalty for a foul on winger Max Wright.
"Without doubt, I think the ref's had a poor day today," said the Town boss.
"One of the things we like about Maidenhead is the way the club approach the game, we see a lot of ourselves in them in the way they punch above their weight and the way they approach things and manage to squeeze every bit of success out of the potential they've got within the club.
"But I was disappointed with them today, I thought from early on in the first-half their bench were shouting for bookings that were never bookings, players are collapsing under the slightest contact.
"I know their strategy is to earn set-pieces and keep sticking it on you, especially when they're playing downhill, they want to keep putting the ball into and onto the edge of your box, that's how they play and I respect that.
"But what did leave a little bit of a bitter taste in the mouth was the way they were looking to buy fouls and con the referee.
"Even when the information's coming from the sideline to draw the foul and asking for yellow cards left, right and centre, that's disappointing because we're not one of those teams.
"We approach every game with an honest, committed attitude and we do our very best in every moment of every game, and we never try and con anyone or cheat anyone.
"When you're that team and you come out on the wrong side of the result, it does feel even worse."
Millington added: "It's always a tough place to come, we know that.
"Maidenhead, with the position they're in in the league, you don't want to be dropping points against them, you view it as a game where you should pick up points.
"But this is one of the bumps in the road that we've got to get over.
"It's not so much now about today, it's more about how we respond, what we learn from it and how we bounce back against Wealdstone."