The former Scotland defender faces a major task to turn around the club’s ailing fortunes but vowed he will make the changes to get them climbing up the league.
A header from Michael Rose, pictured, kept Ayr hot on the heels of leaders Ross County and left their noisy 955-strong travelling support in the Colin Weir stand dreaming of maintaining a title challenge.
Caldwell said: “I thought we played well for long periods and were much better than last week in an attacking sense.
“However, I can’t accept losing games of football and said to the players that our mentality has to change.
“The January window is coming up and I will find why we aren’t winning and will make changes to get us up the league.”
Referee Bobby Madden was at the centre of a storm in midweek when he awarded two penalties and flashed a red card during a volatile Champions League clash between Lokomotiv Moscow and FC Porto.
And he quickly found himself embroiled in more controversy as he denied Ayr two spot-kicks inside the opening nine minutes when first Lawrence Shankland and then Declan McDaid went down under challenges inside the box.
Thistle’s best openings in the first-half came from Ayr mistakes. However, efforts from Jai Quitongo, Blair Spittal and Christie Elliot didn’t trouble Ross Doohan, Ayr’s on-loan Celtic keeper.
Ayr ended the first period on the ascendancy and should have taken the lead when towering skipper Jamie Adams headed down inside the box but Craig Moore blasted wide.
Adams thought he had given Ayr the lead just after the interval but his effort following McDaid’s free-kick was flagged offside.
Thistle then spurned a golden chance when Spittal screwed the ball wide after a Quitongo cross set him up.
Ayr made the breakthrough after a spell of sustained pressure. Shankland was denied his 20th goal of the season by the bar before Moore’s rebound was headed off the line by Elliot.
McDaid flighted in the resulting corner and Thistle’s defensive frailties were highlighted as Rose sent in a header which had crossed the line before Moore followed up to make sure.
Ayr manager Ian McCall admitted: “It looked like 0-0. We weren’t clinical, which was unlike us, although we had four or five really good opportunities and three very good shouts for penalties.”