Walsall won 1-0 at Molineux on Tuesday night, gaining revenge for their Johnstone's Paint Trophy defeat at the same ground just two weeks previously. Saddlers captain Andy Butler's decisive 69th-minute strike settled the game.
Wolves boss Jackett was disappointed by his side's display and expects to see a response against Shrewsbury in another local derby on Saturday.
He said: "We didn't create many chances and I was disappointed to lose to a set piece when our marking on the far post wasn't good enough.
"My task now is to make sure that we are better than that and that we win consistently. We need to really work hard at trying to up our game by five or 10 per cent to make sure that we can find that winning streak.
"Now the Shrewsbury game becomes a very big game where we want to bounce back.
"Our passing through the middle of the pitch needs to improve, our midfield play needs to improve and I think it can improve. We had a lot of the play in the second half against Walsall but didn't work their keeper enough and our play was not quite inventive enough.
"It was our first blank since the Preston game (on the opening day of the season) and we don't want many more of those.
"It was a close game but our challenge now is to make sure that the games aren't close.
"We didn't quite function as we have done in the final third of the field.
"All we can do now is make sure that we bounce back on Saturday and that is what we will be looking to do."