A penalty try and a Stephen Jones penalty had seen Wales overturn a 13-6 half-time deficit to lead by three points just before the hour mark.
But a last-gasp penalty with the final play of the game earned the Fijians a draw in the third of the four Invesco Perpetual autumn internationals.
“It was disappointing. It was a game we should have won,” said Gatland at the post-match press conference.
“The best teams in the world are ruthless and they put these teams away. The amount of mistakes, turnovers and errors were costly factors.
“It was the inaccuracy, really. The amount of turnovers and penalties, and the lineout didn’t function when that’s been so good over the last two weeks.
“We needed to keep our patience and composure…we forced things on a number of occasions and that resulted in turnovers. We probably kicked the ball away at times when we should have kept it.
“We’ve let the supporters down. Personally, I’m a little bit embarrassed by that. There were a lot of kids and families here and it would have been nice to send them away with a win. But we weren’t good enough to do that.”
Wales now turn their attentions to a mouth-watering clash with the All Blacks a week on Saturday as they look to end the autumn series on a massive high.
If Gatland’s men can record just a second-ever win over his home country then they will head to the Six Nations in buoyant mood.
The defeats to Australia and South Africa and this evening’s draw haven’t been the results Wales have been looking for but there have been positives to take from each of the three November games to date, as well as a number of lessons that Gatland recognises need to be learnt before taking on the world’s number one ranked side.
“We felt that, particularly from week one to week two, we’d really stepped up and improved,” added Gatland.
“Obviously, it wasn’t there tonight. We weren’t strong enough at the breakdown and we gave away a number of turnovers so there are certainly some areas for us to work on.
“Overall the defence was good…they didn’t really threaten at all in terms of line breaks. The scrum was good. We’ve scrummaged well in the first two games and again it was dominant. But you can’t win a game just on a strong scrum.
“We definitely got lateral in the first half, running across in the field a bit in our backs when we needed to square up and straighten up when we did have overlaps and opportunities. Those are areas we need to concentrate on for next week as well.
“It’s going to be a good test of character for a few individuals. There’s certainly no lack of motivation playing the All Blacks. The disappointing thing is that we haven’t kicked on tonight. There were certain areas that we exposed in tonight that were strengths last week and, for me, that’s a disappointment.”
