The ex-Fratton Park skipper was at the double in the Blues’ 3-1 loss at Swindon Town.
Pitman, who departed PO4 for the Robins last summer following 42 goals in 99 games, opened the scoring with a fine 17th-minute finish before firing home a penalty in the second period.
The defeat at relegation-threatened Swindon leaves the Blues outside the play-offs with just four matches remaining.
Having shared a dressing room with Pitman for three seasons, Close rued how Pompey gifted the clinical striker two golden chances.
The midfielder said: ‘It is incredibly frustrating because we know how good of a finisher he is.
‘We kept him quiet at Fratton earlier in the season and if you give him a chance, it’s going to go close to the goal and at least force a save from our keeper.
‘As soon as he lined that one up in the first half, I could see it going in and from the penalty spot, he’s clinical as well.
‘Swindon might be down the bottom but it doesn’t mean they haven’t got good players. When you concede the first goal, you make it a very tough game no matter who you’re playing against.
‘The opponent’s energy goes up, they have something to defend – it doesn’t matter if you’re playing bottom or top of the league.
‘They’ve got dangerous players and we didn’t keep them quiet and it’s ultimately cost us.’
Pompey gave themselves a lifeline when Ronan Curtis netted in the 81st minute before Tyler Smith struck at the death to seal Swindon’s win.
It means the Blues have collected just one point in the past four games and dropped to eighth.
While Close saw some positives, he conceded Danny Cowley’s side were not good enough in both boxes.
He added: ‘You can’t just look at it thinking it’s an easy game and stroll through, which I don’t think we did.
‘We had a lot of good moments but weren’t good enough in both boxes.
‘That sums up football – you don’t win many games if you lose in both boxes and give Brett Pitman and their other striker time in the box because they’re going to punish.
‘We can take a lot of good things. In the middle and final third, we had good combination play and cut them open but lacked the final finish or pass.
‘In our box, we didn’t defend it well enough at times.’