The Wallabies squad flew to Turin on Sunday for next weekend's appointment with Italy, licking their wounds after they conceded 14 unanswered second-half points at Twickenham as England triumphed 20-13.
It was Australia's eighth defeat of the year, but they could also be excused for feeling a slight sense of injustice over tries awarded to England stars Chris Robshaw and Owen Farrell.
England full-back Mike Brown appeared to put his foot in touch during a length-of-the-field build-up for Robshaw's score, while Farrell pounced after Dylan Hartley avoided being penalised when he wandered off the ball in front of an Australian defender.
Ireland, Scotland and Wales are also on Australia's November schedule, which suggests life is not about to get any easier for McKenzie's men, but the head coach remains in an upbeat mood.
"There is always going to be a loser on the day, so you have to dust yourself off and get going," he said.
"That's the life we've chosen. The games come pretty fast, you have to get out there and get on with things. You can't sit and mope. You have got to get on and make adjustments."
McKenzie admitted his team had been punished for their second-half display, adding: "We didn't handle the second half as well as we would have liked.
"England squeezed us a bit at crucial moments and were able to manage the game.
"I thought we did pretty well in the first half. We fought a 7-1 penalty count against us at the 35-minute mark, yet we led at half-time.
"Obviously, it (England's first try) was flashed up on the big screen. That was a 90-metre turnaround and there were seven points at the end of it.
"Theoretically, we should have been having a line-out five metres out (from England's line). You can't say
those things don't have an impact on the game, but I guess that is the vagaries of rugby.
"You rely on these things, but in the end we will just look at the opportunities we had and the mistakes we made.
"The second (England try) had the benefit of the TMO looking at it without the pressure of the moment. We can debate those things, it's like forward passes, there were a bunch of those too.
"We can debate those things until you are blue in the face. It's not going to change the outcome."
Wallabies flanker Scott Fardy, meanwhile, will be subject to the International Rugby Board's return-to-play concussion protocols after being carried off following an attempted tackle on Brown.
Australia captain Ben Mowen admitted it was frustrating to have seen his team's attempts for a Grand Slam tour - victories over England, Ireland, Scotland and Wales - disappear.
"It is hugely disappointing," number eight Mowen said.
"Just after half-time was a real opportunity for us to skip ahead and put pressure on England, but we missed a few of those opportunities and they were extremely urgent and beat us on a couple of retreats.
"When you have that urgency, married up with a few things going your way, they created that momentum and took those two tries, so you've got to give them that respect."