Alexander saw his side slip to a 1-0 home defeat to the Iron, who took all three points courtesy of Sam Winnall's second-half strike which took a huge deflection on its way into the back of the net.
Before that, the Cod Army had seen several good chances to go ahead wasted. Jeff Hughes hit the woodwork before the interval and Sam Slocombe afterwards.
The Iron goalkeeper was having an inspired night, denying Gareth Evans and Antoni Sarcevic before the visitors struck.
Alexander felt his side had done enough to take something from the game.
"It was a game we should have won. We didn't take the chances we created," said Fleetwood manager Alexander.
"We hit the post early doors. We conceded a massively deflected goal.
"We huffed and puffed at times but still made some good attacking opportunities which we didn't make the most of. We just needed that little bit of quality."