Sheridan saw his side edge ahead through Ian Morris but blamed poor decision making for Oxford`s victory which came after goals from Tom Craddock and Steve MacLean.
"I thought we were the better side in the first half and we got an advantage in the game," said Sheridan. "We have to learn and learn quickly that when we get an advantage we have to work very hard to keep it, but unfortunately we haven't done that. We should be confident enough to keep that lead at home but we came unstuck a bit defensively.
"We have to learn that teams are not going to come here and want a game of football every day because they know most of the time we will beat them and score goals.
"They know we are a big threat going forward so they are going to put men behind the ball. We have to change our game and be patient and do the right things at the right time.
"I've made it clear that other teams will do the same again so we have to stand up and be counted. We have to scrap and work hard and win the game 1-0 if we have to."