Now the hard bit. It’s time to work out what went wrong.
Firstly, realise that just because success is good, it does not naturally follow that failure is bad. The more that you can identify that went wrong, the more that can be improved. And the more that is improved, the stronger your application will be.
Let’s go through the feedback. If you didn’t get any, make sure you ask for it (and get it). Try to compartmentalise the advice: tackle one thing at a time. You should also be specific in your evaluation. Just because this was bad, it does not mean that was bad, or that the whole application was bad for that matter.
Work out what specific aspect didn’t work. Was it the CV, covering letter, or personal statement? The research proposal? The interview? Do you have good references? Are you eligible?
It’s OK if you don’t feel very confident at this stage. Overcoming problems is a form of growing, and your confidence will grow with time, too.
Building up your support network is vital, too. There’s absolutely nothing wrong with asking for help. Luckily, we have great advice sections all about applications on FindAPhD – make sure you use them.