Lewis Ludlam says Saints will not let their heads drop ahead of this weekend's trip to Bristol.
The black, green and gold were beaten 17-15 in a scrappy game at Bath on Saturday.
Tries from Cobus Reinach and Tom Collins were not enough in torrid conditions at The Rec.
It was Saints' third defeat in four Gallagher Premiership games this season and they now face a tricky trip to the newly-promoted side.
"Everyone's very frustrated," said Ludlam, who started in the No.7 shirt at Bath in the absence of injured James Haskell.
"We're three defeats in, but we're not letting our heads drop.
"We're moving in the right direction and it's about coming in this week, learning lessons and moving forward.
"It's a new group of players, a new system.
"It's frustrating because we're professional rugby players and we want to be winning things but we need to look at our progress first and the more lessons we can learn, the more we'll keep improving."
Saints went 7-0 up at Bath but some sloppy play handed the home side 17 points.
Chris Boyd's men could have salvaged a draw late on but Dan Biggar's last-gasp conversion came back off the post.
And Ludlam said: "It's frustrating and we definitely could have been smarter.
"We went there wanting to move them around but the conditions didn't really suit that so I don't think we adjusted well enough to that and, as a result, we were left behind.
"There was one intercept try in the first half, which was unlucky, and our game management definitely needs to be better.
"In the past few weeks our lineout's been exceptional and the conditions are no excuse, but it made it tough for us to launch and, fair play to Bath, they put a lot of pressure on us."