Ospreys second-row Alun-Wyn Jones conceded his side repeatedly shot themselves in the foot against Northampton Saints on Sunday.
The Welsh region fell to a 29-17 defeat at the Liberty Stadium, ending any slim hopes of qualification for either the quarter finals of the Heineken or Challenge Cup.
"We attempted to throw pretty much everything we had in our armoury at Northampton. But we were our own worst enemies at times," said Jones.
"It's difficult when you do that - we probably would have had a decent momentum shift if we had carried it on.
"There are quite a few positives to take from that game, though. I felt we had enough possession in the first half and early on in the second, but it's about what you do with it as well, isn't it?
"We probably weren't competitive in the first two games, if we're honest. Had we won the Castres game away, that would have been a big turning point for us. They were down to 13 men in the last minute and we had a dubious penalty against us in the end when we felt we could have gone on and won it.
"It's no more frustrating than any other (European campaigns) we haven't succeeded in. We're out of the competition and now we've just got to focus on the PRO12."
Head coach Steve Tandy was equally frustrated.
"That sums up our Heineken Cup campaign," said Tandy.
"If you go back to Leinster at home, we had opportunities in the first half to build a lead and we didn't take them. And now we had that chance here with Tips (Justin Tipuric) at the end of the first half and other opportunities across the whole game.
"Whereas in the PRO12 you can make one or two mistakes and still get a win, in the Heineken, if you don't take that one opportunity where you can go say eight or 10 points up, there are massive shifts in games.
"When you are on top of teams you need to punish them and we didn't do that against Leinster at home. We hung on in there at Castres and then when we got an opportunity at the end we didn't take it. If we had have picked up a couple of wins (in those games) then this would have been a totally different game - you could kick your goals and wouldn't have to go chasing tries.
"The effort and endeavour was there. There's a lot of good in our game but there are little points where we take our foot off the gas, like when we got back to 22-17 and then our exits were poor, there was poor ball presentation, they got a foot through and we coughed up a cheap try.
"We created some good opportunities and we looked half decent when we had the ball at times but, in this environment and in these games, if you switch off for a second, it's curtains."