ESSENDON was "a bit surprised" by the ferocity of Collingwood's pressure at the start of Saturday's Anzac Day clash, midfielder Jake Melksham says.

Collingwood jumped the Bombers from the opening bounce of Saturday's game at the MCG.

The Pies had 17 inside 50s to Essendon's 10 in the first quarter and short-circuited the Bombers' high-possession outside game with suffocating defensive pressure. 

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If not for their haphazard delivery to their forwards, the Pies' eight-point quarter-time lead would have been greater. 

Collingwood started the second term in a similar vein, registering five of the quarter's first six inside 50s but did not take advantage, managing just two behinds. 

Melksham told AFL.com.au after the Bombers' 20-point loss that they had not underestimated Collingwood, but had not been prepared for its initial barrage.

"I think early their pressure was really good and we were a little bit surprised by that, not that we didn't think they were a good pressure team but they just took us by surprise," Melksham said.

"They kept that pressure going. I think we ended up winning the stat in the end (Essendon won the tackle count 81-73) but we didn't do that from the start and you've got to put in a consistent performance throughout the whole game and it wasn't there today."

WATCH: Hird says Bombers didn't adjust to conditions

As it did against Hawthorn and Carlton in rounds two and three, Essendon convincingly won the uncontested possession count against Collingwood (263-174).

James Hird criticised his team after the game for trying to play "dry-weather" football in Saturday's wet and slippery conditions.

But Melksham, who has yet to taste victory on Anzac Day in six attempts, downplayed the effect the weather had on Essendon's performance.

"It was not too bad the first half because the ground had dried up a little bit, but when the rain came obviously if you're down by a couple of goals it makes it pretty hard to come back from that," he said. 

"They set themselves up in the first half and that got them the win. 

"But I think a lot of the time we just weren't composed with the footy. We had blokes out (in space) and we just didn't use the ball properly.

"We either handballed forward or handballed back and when we kicked it we just blazed away, so we just need to be a bit more composed with the footy and find a free (player)."

In what shapes as one of the most even seasons of recent times, Melksham knows that Saturday's loss puts the Bombers, 2-2 after four rounds, back in the pack of teams chasing a top-eight position.

"You've just got to make the most of your opportunities and if you don't do that it can come back to bite you at the end of the year," he said. 

"We'll regroup, we've got the Saints next week and we look forward to a big game against them."