The players admit it hurts - a lot - but that rather than dwell on it they must move forward straight away, go back to training on Monday morning and start fixing what went wrong at ANZ Stadium on Saturday night.
Playmaker Mitch Nichols, who knows what it takes to win A-League championships having been in two grand final-winning teams with Brisbane Roar, wasn't taking any comfort from suggestions the scoreline made it look worse than it actually was.
"Oh well, the scoreline says 4-0, so, you know," Nichols said. "It's disappointing and we've got to lick our wounds and pick ourselves up Monday, and if you analyse the game they had their chances, we had ours, and they took theirs.
"It's very disappointing to get that result in front of our fans. It was 61,000 turned up and what's that, four or five, six or seven, eight, derbies now? So."
Nichols is, of course, referring to the increasing run of games in which the Sky Blues have gone unbeaten against the team from the west.
It is an eight-game streak now, including six wins and two draws, and the four-goal win is the biggest by either side in derby history.
"Yeah, it's not a good feeling, but there's a long season ahead and we can turn this around now," Nichols said. "We created things and, you know, we've got a lot of new players and we'll work hard on Monday.
"It wasn't a terrible performance on our behalf, but we have to cop the four goals and move on."
Wanderers central defender Robert Cornthwaite made the point that there's still a long way to go in the competition.
"Yeah, it's disappointing," he said. "It's been a long pre-season and we worked hard, but it's 26 games to go and it's just the first game.
"Full credit to Sydney, they took their chances well and we couldn't get back into the game. Disappointing night, but just the start of a long, long season."
Cornthwaite said things quickly went from bad to worse for Wanderers once Sydney started scoring.
"I thought they started the game well and we weathered the storm and in the last 15 minutes of the first half we had the better of them," he said
"We came in at half-time and were pretty confident, but then we copped that goal and another one soon after and that was obviously disappointing.
"But I don't think 4-0 was a true reflection of the game. I didn't watch the game obviously, I was out there playing, but if we take a couple of our chances and they don't take a couple of theirs it probably ends 2-2 or something like that.
"But in saying that you've got to give credit where it's due and we'll go back to the training field now and get ready for Adelaide next week.
"I'm looking forward to the challenge of the rest of the season. Hopefully next week it's onwards and upwards from here.
"It's disappointing we couldn't send our fans home with a win and I'm sure they're very disappointed, but this club has a very proud history and is always up there competing and with the boss we've got in charge everyone knows that Western Sydney will be a team to reckon with."
The search for positives centred on the performance of Japanese attacker Jumpei Kusukami in his A-League debut for Wanderers.
He started wide on the right in the front-line and switched to the left after Steven Lustica was replaced by Nicolas Martinez, who went to the right, midway through the second half.
"Yeah, he's a very good player and he showed his quality," Nichols said. "He's a terrific guy off the field as well and the boys have taken to him. That's just the beginning for him and he's going to get better and better."
Asked if it would take a few weeks before it was clear what Western Sydney's best line-up was, Nichols replied: "Obviously Nico (Martinez) is just getting up to speed and he looked sharp when he came on, but we've got a good squad so whoever plays has to step up.
"The whole team collectively wasn't switched on for that first goal and one mistake leads to another, so we've got to fix that. We've got to give credit to Sydney FC, but at the same time move on and look at what we need to do to improve.
"It was sombre in the dressing-room after the game. It's never a good place to be when you lose, but the boss had a word to us and said we have to learn from it and move on, so that's what we're going to do."