The loss made it a single win from the past six games as Pompey lost ground on the top six.
A lack of attacking threat was at the heart of the reverse, with the blank the fourth in the past six outings.
Pompey started encouragingly, dominating territory and possession, but failed to create serious openings from their play.
They were then punished by Elliot Embleton’s goal five minutes before the break, which proved decisive.
Romeo pulled no punches and gave an honest assessment of where Pompey are coming up short.
He said: ‘It’s been a recurring theme of our performances this season.
‘We started really well and deserved more, but then we killed ourselves by gifting them a goal.
‘We have to shake that and look to score ourselves.
‘We weren’t good enough to get into the final third and get up the pitch after we conceded.
‘When we’re on top we have to make the most of it.
Pompey now have nine days until they can begin to put things right, with the visit of Charlton to Fratton Park.
Romeo knows the focus will naturally fall on his side’s front men after failing to trouble rival defences enough.
But the former Millwal man feels there needs to be a collective responsibility if Pompey are to remedy their problems.
Romeo said: ‘It’s just we have to keep going and not get disheartened.
‘It’s 11 players out there and an 18-man squad. It’s down to all of us.
‘It’s something that we’re going to be working on.’