McSheffrey apologised to his side’s 295 travelling fans, who witnessed their side ship four goals after the break to remain rooted to the foot of the League One table.
The former Coventry man was adamant his team were by far the better side in the first-half, as Sean Raggett’s goal-line clearance stopped them going in with the lead.
But McSheffrey was left ‘embarrassed’ by what happened after the restart and issued an apology to the Doncaster fans.
He told BBC Radio Sheffield: 'They come in their numbers and they gave the lads a good clap after the game.
'I think they’ve probably seen a first half performance that was to the standard and worth the journey.
'In the second half we weren’t exactly getting peppered but to concede four and for it to be 4-0 was a bit embarrassing – well, very embarrassing.
'Yeah, just an apology really for that second half performance because I didn’t see it coming and they deserve better.’
'I didn’t see the four niller coming. I thought first half we were comfortably the better team.
'We’ve said it before. You can’t miss those golden opportunities to go ahead at places like this.’
McSheffrey rued his side not making more of their dominance when they were in the ascendancy, while Pompey gobbled up their openings.
He said: 'I thought we played through them really well and we were brave on the ball.
'We got a bit sloppy in the last ten minutes of the first half but going in at 0-0 I felt disappointed we weren’t a couple of goals ahead again like last week.
'But we didn’t do the basics and the non-negotiables well enough in the second half. We didn’t work hard enough. I thought we were a soft touch. Defend the back post for goals, put your head on things, get organised quicker.
'I know we make substitutions etcetera but the players going on know their roles and for the last goal, for example, you’ve got to get set up quicker to defend it. We’re too deep as well with our starting line for the last goal.
'It’s nitpicking but I just don’t think we did the non-negotiables well today. The organisation and just being professional in the second half.
'They weren’t peppering us. They’ve probably had four chances. Ultimately their attackers have produced the end product for them and an individual error for the second goal is a bit of a killer.
'It’s just disappointing because I felt we were a bit soft and we weren’t good enough in attack with our ball retention. Even in the first half we didn’t keep the ball well enough up front so it keeps coming back and we couldn’t get the fluency we had for the first half an hour.
'We have to move the ball quicker and when you go one down and two down you’ve got to be a bit braver and show some courage to get on the ball still. That was disappointing.'
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