Anthony Gordon's first-half strike was enough for the visitors to win 1-0 on Saturday.
He said: "In the first 15-to-20 minutes, I think anyone watching the game would say which way the game was headed. We had control, we had domination, we created chances and moments. But then the goal gave Newcastle the energy they needed to see out the game in the way they wanted to play.
"For me, it's two aspects. One, we lacked a little bit of mental freshness in the final third; a combination, the right decision or that bit of quality in the right moment. And the second thing we need to make sure is that if we're not going to score, then the other team doesn't score.
"The disappointing thing today, for me, is we haven't kept a clean sheet when Newcastle, if they're being honest, didn't really create much. We gift them the goal and that's something I really, really need to solve for us to improve in the future."
The result left Chelsea in fifth place on the Premier League table.
Rosenior also said: "Today is a blow but there are going to be plenty of twists and turns. I showed the players the league table up until today, in terms of my time working with this group, we’re third in the league. It feels like sometimes it's not that, but that's the case.
"We're not out of it. The last league game we played, we won 4-1 at Aston Villa. Today was a really difficult day, a frustrating day, because we didn't get the result we wanted. But I still think there is a consistency in our performances."