New Zealand-born forward Blair Cowan believed Scotland were on their way to making history against the All Blacks.
Captain Greig Laidlaw missed a kick that would have put Scotland 19-17 ahead with 10 minutes left.
But the Scots, who have never beaten New Zealand, eventually lost 24-16.
"We were on the edge of history there," said London Irish forward Cowan. "Especially with that kick to come, I thought to myself 'we're going to do this'."
New Zealand coach Steve Hansen had fielded an experimental side, resting 13 players from the one that defeated England a week earlier.
But Cowan, who was earning his third Scotland cap, thinks the Scots can take confidence from the experience of running any All Blacks team close.
"The boys are disappointed, but there's also a sense of optimism about what's to come in the future," he told BBC Scotland.
"It's not just me going through the motions saying that.
"I haven't been in the squad very long, but in the time I've been here, the growth in unity and self-belief is something you genuinely feel.
"What you've got to look at is: that was the All Blacks."
Scotland, who defeated Argentina in their opening autumn international, end the series by hosting Tonga at Rugby Park on Saturday.
"We've got to enjoy this moment and then put it behind us, because as fast as you can build something, you can dismantle it, so we've got to approach Tonga very seriously," he said.
"They are a very talented team with some up and coming stars as well, so it's a game we've got to target and really focus on."
Glasgow Warriors winger Tommy Seymour scored Scotland's only try as they came within 10 points of the All Blacks for the first time in 23 years.
As against Argentina, Seymour leapt on an opposition mistake, this time by New Zealand captain Richie McCaw.
"Like last week, you go on instinct," said Seymour. "I was watching Richie and he looked like he was keen to get the pass away.
"The ball was greasy, so it's not the easiest thing to fling around.
"I just managed to get my paw on it. It was a little bit lucky, but unfortunately it couldn't get us the win."