The Light Blues saw their best chance of silverware disappear last night with a 2-0 loss to Aberdeen at Ibrox as they crashed out of the Scottish Cup.
Steven Gerrard’s men got off to the worst possible start, conceding after just three minutes to Niall McGinn.
Despite dominating, they couldn’t draw level with Ryan Jack going closest as he struck the post.
Connor McLennan’s strike on the hour mark then put the quarter-final replay beyond Rangers as the Dons booked their place in the final four.
The Glasgow giants were hoping to set up an Old Firm semi-final showdown against bitter rivals Celtic at Hampden Park.
That was having been denied a League Cup final against the Hoops by Aberdeen back in October with a 1-0 loss in the semis.
Yet on-loan front-man Defoe insists the Gers must turn their attentions back to the title – even though they trail defending champions Celtic by eight points with Gerrard’s men having drawn to Hibernian last time out.
After that draw at Easter Road, Gerrard admitted: “It damages [our title hopes] even more. Maybe [the title] was already out of reach, I don’t know. You can get away with a performance like this once a season, twice if you’re lucky.
“When you are chasing a team who have won seven trophies out of the last seven, you can’t have five or six like this. Good teams don’t let you get away with that.”
But Defoe – who has five goals and four assists for Rangers since joining from Bournemouth in January – says they must not give up on the season despite their cup disappointment.
He told RangersTV: “The next few days are going to be difficult to get over that but I think first and foremost we need to stick together as a group.
“That’s important, we need to stick together, try and forget the result and focus on the league. Anything can happen.
“All we can do is focus on ourselves and try and win football matches and then we go from there.
“It’s important we don’t have the mentality where you feel like the season’s over. It’s important that we try if we can to go on a good run and do what we’ve got to do and then take it from there.
“At the end of the day, I wouldn’t have wanted to be in any of the other changing rooms. If you look at the quality we’ve got in the dressing room – I see it every day in training – we’ve got international players.
“The quality I see every day, the spirit we’ve got. Sometimes things take time. It doesn’t just happen overnight, it takes time. The main thing is to stick together and we’ll be fine.”
Defoe felt Aberdeen’s early goal was key in deciding the tie and called upon the team to respond when they host Kilmarnock on Saturday (3pm).
He added: “It’s obviously frustrating, a massive disappointment. We came into the game confident, especially being at home with the home support.
“Watching the first half the early goal sort of killed us a little bit. For them it was like a dream to get the early goal and try and frustrate us, stop us from playing. They managed to do that.
“Jacko hit the post in the first half – you go in 1-1 at half-time and the second half’s a different game. I felt like if we did that they would probably panic a little bit. The longer they held out at 1-0, it was always going to be difficult.
“Of course we’re disappointed. You can imagine what the atmosphere was like in the dressing room at the end of the game.
“We need to try to show the football club, the fans, the manager, the staff that as players we’re willing to stand up and be counted. We want a reaction and the next game is so important.”