Cody McDonald headed the only goal of the game as the League Two leaders set a new club record of 11 away wins this season.
Cook said: "We huffed and puffed and we did okay and certainly in the second half I thought we could have gone on and win the game but unfortunately for us it just didn't happen.
"I can't fault the effort or application and we created two or three chances but it's obvious that we are not scoring enough goals. I thought we did our best and we knew it was going to be difficult because of the way Gillingham set up but we lacked a bit of quality.
"While it's physically possible we will move heaven and earth to do our best but it looks to be too much of an ask at the minute but as a manager you have to keep believing."