Midfielder Disappointed With Town's Slow StartWe should have got something from the game but we only have ourselves to blame," said Ogogo.
"We will definitely learn from it and we have to move on now and look forward.
"We have a big game on Saturday so we need to make sure we improve on today and get a good result on the weekend.”
Ogogo insists Town must now move on quickly from the defeat with another away trip to Coventry City coming up on Saturday.
"It was very frustrating," said Ogogo.
"To go 3-0 down gave us a mountain to climb. We showed character to get two goals back but it ultimately wasn’t enough.
"The last thing we said as we left the changing rooms was to make sure we made a good start.
"We knew they were going to come out fast so to be so far behind so quickly was very disappointing. We were all a bit shell-shocked to find ourselves 3-0 down.”
And Ogogo felt Town's slow start to the game made all of the difference in the end.
Shrewsbury did pull two goals back through Jean-Louis Akpa Akpro and a James Collins penalty in the first half but could not complete the comeback after the break.
Three goals in the first 16 minutes fired the Dale into a 3-0 lead in the Sky Bet League 1 clash at Spotland.
Midfielder Abu Ogogo admits it was a frustrating night for Shrewsbury Town at Rochdale on Tuesday.