The Millers again lost out to a team challenging for promotion at the weekend as Swindon left Don Valley with a 2-1 win, and Grabban told the clubs website it's disappointing.
"We were two-nil down in quick succession and it's hard to get back in the game and get a positive result," he said.
"We did well to get one goal back and we were unlucky not to get a point as on another day, my chance may have gone in but the performance wasn't good enough overall."
Grabban hit the post in the second half with a chance that would have levelled the game, and he added: "If we want to get in the play-offs, we need to be more consistent.
"We need to push on and there is still enough time for us but we need to get back on the training pitch and find our best form."