"I was pissed," he said Wednesday, per Rich Cimini of ESPN. "I felt like our guys played well enough to win."
The Jets had a late lead over Vegas in the Week 13 game until Derek Carr found Henry Ruggs III for a game-winning score:
Gase said usually he can get over losses within 24 hours, but this one lingered.
"I think the only time I've ever been involved in a loss like this was to end a playoff game, so I could be pissed as long as I wanted to because nobody cares," he said.
Gase also didn't hold any team meetings on Monday or Tuesday to allow players time to cope with the loss.
While losing on a last-minute play is often disappointing, part of Gase's anger was clearly directed at defensive coordinator Gregg Williams, who called a blitz with zero safety help on the game-deciding play.
Williams was fired on Monday.
"I obviously wasn't happy about that call," Gase said Monday. "That was a heartbreaking way for our guys to lose a game. ... We can't have that happen."
The Jets are now 0-12 heading into their Week 14 game against the Seattle Seahawks (8-4).