Sunderland lost 5-4 at home to the Sky Blues, losing their unbeaten league record in the process of a defeat that has dented automatic promotion hopes.
Sunderland, who dropped to third, last conceded five at home in a league game in 1981 against Manchester United at Roker Park.
And Honeyman admits the players were in shock at full-time given the dramatic way the game panned out.
Honeyman told the club website: “We were in a bit of shock after that game, I have nothing to compare that game of football to really.
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“We are obviously really sore that we got beat, the games are coming thick and fast and we don’t have any time to dwell on it.
“We have to be better in all aspects of the pitch.
“It is still very much in our hands, we have made it tougher but there is no time to dwell, let’s crack on and go head first into the next game.
“It was a record that we were really proud of, after recent seasons, and it is extra sore to lose that.
“Records are nice but at the end of the day we want to get promoted and if we go win our next five then we do that.”
Sunderland found themselves 3-1 down after just 25 minutes, the Black Cats constantly cut open by a rampant City side before a spirited fightback only to lose 12 minutes from time.
Honeyman added: “We can’t put ourselves in that position as a team as we did on Saturday.
“But we have had a lot of games this season and this is not the time to mess all that up, it is all to play for, this is when you want to be involved in the promotion push and we want to put that cherry on the top.
“It is for us to do, we have a great set of lads and I have every confidence we will bounce back from this.
“We have to look at ourselves individually and as a team and areas where we weren’t good enough, we do that after every game anyway.
“We never stop or quit. Let us bottle this feeling and go head first into the next five games and achieve our goal which is to get promoted.
“They are all massive, tough games, everyone is fighting for something in the league. Doncaster are a good team but so are we. We have to put things right.”