The visitors took the lead through Andrew Tutte but Jack Lester rescued Chesterfield with a near-post header. It left Rochdale boss John Coleman shaking his head and he made it clear his players have to discover a winning mentality.
"We've got to learn how to win but at this moment in time we don't know how to," he said. "We were so much in control it was untrue but in the last five minutes we just abandoned everything we had done.
"We gifted them three chances after they hadn't been near our goal for the other 44 minutes. We gave the ball away cheaply, invited them into our box and paid the price. We want locking up.
"I'm at the stage where I don't know if I can take much more disappointment. This seems to be happening time and time and time again and it always seems to be away from home, it's doing my head in.
"We are so sloppy with our finishing and then we get sloppy with out passing late on and all the good work gets undone in a blink. We've got to learn how to win, that's what we've got to drum into them."