The Gills had won five games on the trot at the Priestfield Stadium and with games in hand were still hopeful of continuing that run to keep their slim hopes of a play-off spot alive.
Said Hessenthaler: "We have come back down to earth, but conceding four goals at home is not us.
"We found it hard to defend against the pace of Darren Huckerby and Marlon Harewood and we looked nervous at times.
"I'm not going to knock my players or point fingers because we have done fantastic.
"We had enough of the ball on the night and I thought Rod Wallace was outstanding.
"It was 2-0 at half time and we said it was going to be a great game to get something out of, but before I sat down Forest had got the third."