At 1-1 with 10 minutes remaining, Handsworth struck twice in the closing stages to take all three points in the match which attracted a crowd of 427.
Mitch Husbands had earlier cancelled out Lee Cooksey’s opener but goals from substitute Jonathan Hill and a Jordan Turner penalty saw Handsworth to a 3-1 win.
Milligan thought it was a classic tale of two halves with his Tigers side having the better of a goalless first half and Handsworth the better of the second.
He said: “When you get yourself an equaliser and make it 1-1 with 10 minutes to go you should probably see the game out.
“They probably had the rub of the green, they lumped it forward a lot and had the quality to take advantage of that, I felt we were quite solid for a good 60 minutes so we’re disappointed not to finish with at least a point.”
Boss Milligan and assistant John Buckley lined up with three at the back using a wing back system and the change seemed to stem Handsworth’s attacks for much of the game.
“We thought first half we defended well by keeping a high line and for some reason we didn’t defend so well in the second,” the management team said.
“They were more dominant in the second half, not necessarily the better side but you can’t get near their players when they just dink it over the top so quickly for the strikers to chase.
“We’ve got loads of pluses to take from that first half, we were a few men down who can bring us that experience that might have made the difference for us.”
Milligan handed two players their debuts, with both Matty Overton and Dan Gardner offering encouraging displays. Milligan was keen to praise the pair after the game.
He said: “Matty and Dan were brilliant on their debuts. Luke Black was good down the left too with James Milner along with Mitch (Husbands) up top. It’s a shame Milner had to come off because he is a constant threat out wide.
And added: “We are going in the right direction and we can take lots of positives from that display.”
Worksop are at home to Rainworth Miners Welfare on Saturday (3pm kick off).