Nagelsmann, who was absent again from the touchline for a fourth game because of a positive COVID-19 test, saw his side miss out on the DFB-Pokal Round of 16 stage after a crushing loss at the hands of Gladbach.
Thursday's (AEDT) demolition was the first time since December 1978 that Bayern had lost by a five-goal margin as the Bavarian giant looks to bounce back against Union Berlin in Sunday's (AEDT) Bundesliga clash.
However, Nagelsmann warned that a defeat of that magnitude will take a while to heal from as his side looks for a fourth consecutive victory on the road in the German top flight.
"We didn't cry to ourselves on the phone about how bad everything is," Nagelsmann ahead of the game.
"It was important to me that the players not only look for mistakes in themselves but also in me. At the end of the conversation, I had the feeling with everyone that we could get this out of their heads – but also that it would take a while.
"Our aim is to solve it playfully, but it is easier on a good day. We need solutions that we will use again and again in the future in order to survive such moments.
"That was one new experience for us. With that we can close the Wednesday book."
Nagelsmann will be hoping for improvements against Union Berlin, which has not won any of its first four matches against Bayern in the Bundesliga.
The former RB Leipzig head coach also revealed he held important conversations with some of his key players after the Gladbach game as they quickly looked to resolve issues.
"The conversations were yesterday," he continued. "I won't tell you which players I spoke to. That remains a trade secret. I have tried to send messages that can also be passed on [to other players].
"I try to have the best possible influence. As a head coach, being able to hand over responsibilities is a great asset.
"There was a lot received, but that stays between us. Everyone has different issues. In the end we all agreed that this shouldn't happen to us again. Simply because it hurts. It doesn't work about what other people write about us.
"It's not about making amends. Experiences are shaped by uniqueness, you can no longer eradicate something like that in life. The stone from Wednesday will lie there forever."
Nagelsmann, who confirmed he will return to the touchline for the UEFA Champions League clash on Wednesday (AEDT) against Benfica, also insisted he can handle the pressure of the Bayern role.
"I always feel pressure, it hasn't changed much," he added. "I know how Bayern Munich works. I've prepared myself for it.
"It's not about life and death, but about making good games and learning from them. The pressure is no different now than it was before."