Rangers scored their first Europa League group win of the season on Thursday night with a 2-0 victory over Brondby at Ibrox.
The three points kept Rangers’ hopes of getting into the last 16 of the competition alive after they lost their opening two group games.
But Heggheim stressed that it was a major disappointment Brondby and feels they conceded the first goal to early, that too from a set-piece, which they were prepared for ahead of the game.
He insisted that Brondby felt that they were very much in the game at half-time despite conceding two goals before the break but conceded that his side failed to make the most of some of the good chances they created.
The defender was quoted as saying by Danish outlet bold.dk: “We got behind a little too early and then we made some bad decisions and they suddenly got their second goal to get to 2-0.
“We knew they were good in set-pieces and corners and that’s where they score so, of course, it’s not good enough.
“During the break, we still felt that we had the opportunity to get a good result but then we didn’t get a good return on the great chances we created in the second half.
“And then, it becomes difficult.”
Rangers are still third in Group A and need to beat Brondby in Denmark in two weeks’ time again to push for a last 16 spot.