Pompey created a host of chances at Ipswich on Tuesday night but failed to take any of them and were made to pay when Keith Andrews fired home a second-half winner for the Tractor Boys.
Halford told the club's official website: "That was one of the best games we've played this season, so to come out with nothing is soul-destroying.
"We pressed high up the pitch and made them give the ball back to us. We created chances and limited them to one decent shot - which luckily for them they scored from.
"To stop a home team from playing is very promising and with that little bit more concentration in the final third - which we need to work on - we would have won.
"But our all-round play was good and we can take a lot of confidence from that. Maybe we need that goalscoring poacher - a Billy Sharp kind of player who gets 20 goals just in the six-yard box. If we can add that player to our side then I think it completes our squad."