The Jambos' three-game unbeaten streak came to an end as Killie's Liam Kelly converted from the penalty spot but it was the lack of action at the other end of the park which really concerned McGlynn.
"There is nothing in any SPL game," said McGlynn whose Hearts side sits ninth on the Scottish Premier League table.
"Every game is very close, our 2-1 win against Dundee United at the weekend was very close as well but it is goals that win you games and we did everything today bar get the ball in the back of the net.
"We have been scoring goals recently so I can't mump and moan too much. It was a good performance from the players and they had a good attitude.
"I thought they worked extremely hard and did everything bar score, I couldn't ask them for much more.
"I thought we dominated the second-half, we had plenty of chances but the ball didn't fall kindly enough for us to get a good clean connection on it in front of goal."