Germany captain Alexandra Popp (32) converted a late penalty to cancel out an earlier strike from teenager Linda Caicedo (18) only for Colombia's Manuela Vanegas (22) to grab the winner with a header from a corner deep into stoppage time.
"It just mustn't happen that in literally the last minute you allow the opponent to transition into attack," Voss-Tecklenburg told reporters.
"I think you have to play deep then, I don't think that we should have acted like this. And that's where we need to learn our lessons, we needed to focus on ending the game 1-1 but I think my team rather tried to win 2-1.
"We need to be smarter than that, we need to think of the result. Because of our goal difference, with a draw we would have still been first (in the group) which would have been good for us mentally."
The twice world champions are still likely progress to the last 16 if they beat winless South Korea in their final Group H match in Brisbane on Thursday.
Voss-Tecklenburg said she was not concerned that her team might miss out on the knockout rounds for the first time at a Women's World Cup and rejected a comparison to Germany's men exiting in the group stage last year in Qatar.
"I think the situation is quite different because it is in our hands," she said.
"This is what we're going to work on and we will try to improve things a little further. South Korea is a different opponent. They won't let us win, obviously.
"But we'll go on the pitch and try and be clear and play our game against South Korea and obviously we will try to win it."
