I know what he means - his players gave everything they could in terms of effort and we can't forget how good their opponents were. But for me a few of the boys should be thinking "I could have done better".
I thought we had some good individual performances, looked good in spells and had possession we didn't think we would get, but if I was nit-picking there were a few things I would point out.
I am talking about things like Robert Snodgrass, who is a player I love, getting into a decent position from a quick free-kick and turning back into trouble rather just slipping the ball across. Alan Hutton had a chance to do likewise and others gave the ball away a few times when it was unforced.
As clinically capitalised on as they were, Scotland mistakes led to both Belgium goals. While our two centre-backs, Grant Hanley and Russell Martin, generally continued to look solid, the full-backs had a hard time, although it's worth pointing out you are not going to face wide men of the quality of Nacer Chadli and Kevin de Bruyne every week. Charlie Mulgrew was the top man; he and Scott Brown did well picking things up and passing the ball well.
Without having a go at the front four of Snodgrass, Shaun Maloney, James Forrest and Leigh Griffiths, I just felt they could have been a bit more positive at times, even if they did end up giving away possession. And don't think I don't know how hard it is to create against a back four like Belgium's - even if they were missing Vincent Kompany and Thomas Vermaelen.
Griffiths was starved of service on Friday but, looking ahead to Macedonia on Tuesday night, I think Gordon might change the striker. I said in last week's column that it might have been set up for Jamie Mackie of Nottingham Forest and while I am not saying he would have got any change out of that back four, he might just have been able to work them a bit more. So Strachan might look at Mackie this time, or he might look at Ross McCormack, a late substitute on Friday night.
I was in Skopje as a member of the media back in 2009 when Scotland lost under George Burley and it was roasting. Although the night-time kick-off will make a difference, the surroundings are not nice. It is an old stadium, and the pitch is not the best, but on the park I think Macedonia are a much improved team and the evidence of that is the fact they played so excellently at Hampden earlier in the campaign.
I thought Macedonia would have been the easier part of the opening double-header, but as it turned out Serbia was the easier. Against Serbia we deserved a point, against Macedonia we could easily have lost. They showed the physical side of their game in their 2-1 win against Wales on Friday night, but they are technically good as well. For long periods in the first match at Hampden they passed us off the pitch. That is why I will be happy taking a point in Skopje.
We all want to get off the bottom of Group A. We have put ourselves in that position with our results from the start of the group, but realistically I would be happy to walk away with a point and I think Gordon might secretly be thinking likewise.
Everybody is thinking the same things - performances are getting better and momentum is building - but we are still losing games. Of course they are hard games, but we can't keep saying we played OK although we lost. We need to start turning performances into results.
As for Belgium, while I think they have the players to win the World Cup, something still tells me they might just fall short this time around. Tried and tested sides like Spain, Italy and Brazil are in there too, but when you look at the average age of that team, it is pretty clear they will also have the European Championship and another World Cup down the line.Alex Witsel, of Zenit St Petersburg, caught my eye the most. He is not one who always gets talked about, but he cost €40 million when Zenit signed him from Benfica and his passing ability, game intelligence and knack of holding a player off was just exceptional. It is not often you come up against top- class strength and depth like that and the Belgians will go a long way.
IF anyone deserves to make a lot of money for his charity it is Stiliyan Petrov. The Bulgarian is a great lad who used to think nothing about crossing the barrier in terms of the Old Firm divide if you saw him out and about.
While it was not always the done thing amongst Old Firm players, he would always come over for a chat with no hidden agendas. I am delighted to see that he is getting so much support in his courageous battle against leukaemia.
l Gabriele Marcotti will be back next week