Manager Paul Clement says he was more disappointed by their recent 2-1 defeat at Manchester City than Saturday's 3-1 loss at league leaders Chelsea.
The Swans boss felt his side should have been awarded a penalty when they were level at 1-1 at Stamford Bridge.
He saw "improvements" from his team while acknowledging the scoreline was a fair reflection of the game.
"I'm actually still more disappointed with the point we missed out on at Man City than this defeat," said Clement.
Defeat by Chelsea and results elsewhere reduced their safety cushion to the relegation zone from four to three points.
Swans 'need to pick up points in March'
In his six league games in charge since taking over on 3 January, Clement's side have lost to title contenders Chelsea, Arsenal and Manchester City but beaten Southampton and Liverpool, as well as Leicester.
Clement added: "Two weeks ago when we played Leicester every result went our way.
"Most have gone our way again, but the main thing is we've just got to focus on our performances. We need to pick up some points in March."
They face 11th-placed Burnley as well as struggling Hull, Bournemouth and Middlesbrough in the coming weeks.
"We've had some really difficult away games, and picked up some good home results. The month of March is vital," said the Swans' boss
Bone of contention
Clement left the club at which he was once assistant to their former boss Carlo Ancelotti with one bone of contention, believing his side should have been awarded a penalty in the second half.
At 1-1, the ball appeared to hit the arm of the hosts' defender Cesar Azpilicueta.
Referee Neil Swarbrick rejected Swansea's appeals and Clement later said: "I thought it was a penalty. That should've been given.
"I've seen it again on the video and I think he (Swarbrick) had a good view of it."
Fabianski 'disappointed' at Pedro goal
Pedro scored Chelsea's second goal with a shot that went under visiting goalkeeper Lukasz Fabianski.
Clement said "Fabianski is disappointed. You could see from his reaction."
He added: "Based on chances created by both teams, the scoreline was a fair reflection, but the circumstances of the game would suggest something slightly different.
"Having gone behind we defended resolutely for long periods.
"Clearly they had a lot more of the ball and created a lot more opportunities.
"It's a very important run of games and we're still improving and even though we lost today I can see improvements in the team."