Gillingham won 2-0 at Fratton Park on Saturday as the Blues' disappointing home run continued.
Tom Eaves and Alex Lacey netted in the first half to inflictÂ a maiden loss in 12 matches for Kenny Jackett's side.
Thompson impressed having appeared as a half-time replacement for Ben Close, but the Gills deserved their win.
Portsmouth loan strategy revealed following duo's arrival from Ipswich and Blackpool respectively
Predicted Portsmouth XI v Cheltenham: changes expected to side that beat Cardiff so handsomely - but attacking duo could keep places and defender set to return
Portsmouth boss Danny Cowley spells out why Blues can rival Sheffield Wednesday, Ipswich and Derby for promotion as he prepares for welcome return to Cheltenham
‘For the sake of 90 minutes football, it’s not worth a player being off work for a year or ending up in a wheelchair’ – Hampshire grassroots football clubs postpone matches due to the heatwave
Portsmouth boss Danny Cowley hails Spurs loanee Dane Scarlett as move already shows signs of putting Miguel Azeez's short stint from Arsenal in shade
And heÂ wants the table-toppers to swiftly bounce back '“Â with a trip to AFC Wimbledon next in the league programme.
He said: '˜ItÂ wasn't the worstÂ performance, we have played worse than that and won games.
'˜We have to keep training hard and keep working on our game,Â there's no reason we can't stay at the top of the league.
'˜The ball was going wide, over the bar, hitting players, they were throwing bodies in front of the ball, defending for their lives, but it wasn't meant to be. Hopefully next Saturday we will put that right and get the three points.
'˜In the heat of the moment in the game and you come into the changing roomÂ and not is goingÂ to be happy, you are never happy whenÂ you lose, if you are happy at losingÂ you shouldn't be here.
'˜Everyone is down and disappointed, but it has been a fantastic start to the season, we are top of the league after 12 games, the best position we could possibly be in.
'˜There is no way we can drop our heads after one defeat in 12 games. It's not something you can dwell on, we've got to go again.'