Walsall manager Chris Hutchings rued his side's inability to work the opposing goalkeeper following their 1-0 defeat to Tranmere in the first round of the Carling Cup.
A solitary 40th-minute goal from Rovers' Ian Goodison saw the Saddlers beaten at home for the second time in four days.
Hutchings said: "We did not work their keeper hard enough and needed that bit of composure but Tranmere scored from a set piece with their first real attack, which was disappointing.
"We had a couple of chances where their keeper made saves but the miss by Alex Nicholls (at the start of the second half) was probably the turning point.
He added: "We are missing a bit of strength in depth and I am trying to sort that out as we speak. We are looking to bring people in and we were doing that even before Troy (Deeney) went.
"I am as frustrated as the supporters and players but these things happen in football and we have to deal with it."