Ashley Williams says the Wales players remain puzzled by their slow starts after losing 2-1 to Australia in Wednesday's friendly in Cardiff.
But the Swansea centre-back believes a 90-minute performance is not far away as they prepare for September's Euro qualifiers with Montenegro and England.
"If we can start games how we're finishing them, if we get the first goal I'd back us to win," he said.
"We were trying to build it and it was a little bit too slow."
Wales rarely threatened in the first half at the Cardiff City Stadium and Tim Cahill struck for the Socceroos just before half-time.
Robbie Kruse added a second goal for Australia early in the second half, but an 82nd minute header from Darcy Blake - his first goal for his country - saw Wales at last exert extended pressure on the visitors.
"We're working on that [the slow start] and it's going to take a bit of time," Williams added.
"Playing the way we play you can see at times there was some good stuff.
"I think we just need to move the ball quicker and move the team shape a little bit more.
"Anyone that's been around the camp knows that it's a positive feeling and everyone's really happy and confident with the way we're playing and the things we're working on.
"As you can see we had a full strength side out apart from injuries, no drop-outs or anything so everybody wants to be here and play.
"Australia are a very good team and it's disappointing to lose again. It's not nice and it hurts and I think we have to go again."
Wales now face a tough Euro 2012 qualifier double-header, against Montenegro at the Cardiff City Stadium on 2 September and then play England at Wembley four days later.