Captain Sam Warburton says he cannot pinpoint why Wales continue to lose against Australia by such narrow margins.
Wales suffered a 10th defeat in a row against the Wallabies in the opening game of the autumn series.
The home side led by a point going into the final 10 minutes, but a drop-goal and penalty by Brendan Foley clinched a 33-28 win for Australia.
"It can't keep being this close and we don't get over," Warburton said.
Wales were leading by a point with 13 minutes left through replacement Rhys Priestland's conversion but Foley's drop-goal and late penalty denied Warren Gatland's side.
Australia's victory was their ninth by a margin of less than 10 points, much to the frustration and bemusement of home skipper Warburton.
The Cardiff Blues flanker is baffled as to why Wales continue to lose late on in games against southern hemisphere sides.
"I'll be honest I don't exactly know because if we did then we would be able to sort it out on the field," Warburton added.
"It might not necessarily be the last five minutes of a game - it might have been an instance maybe 15 minutes before when we could have wrapped things up.
"Australia finished the game better than we did - that's why they won the game. Australia were marginally better and that's been the story of the last few games as well.
"I've said it's a matter of when, not if, and one day we'll get over that line.
"It can't keep being this close and we being on the wrong side of the scoreboard."
Wales have now gone 21 Tests in a row without beating Australia, New Zealand or South Africa.
Gatland's side host Fiji in Cardiff on 15 November before facing the All Blacks and Springboks on consecutive Saturdays.