Kaid Mohamed headed the 78th-minute winner for the hosts after Neal Trotman had cancelled out Chris Beardsley's opener.
Sheridan said: "The pitch was tricky and a blustery wind made conditions more difficult, but Rovers handled them better than we did.
"We didn't play as well as we have been doing recently and can have no complaints. I didn't think we really got started and we conceded two very poor goals.
"One was from a long throw and the other when we should have done more to block the cross. The defending wasn't good enough.
"But the lads kept going and it still took a fantastic save at the end to deny us a point. I would have been happy with a draw before the game and we almost got one."