COLLINGWOOD coach Craig McRae asked his team a simple question after the Magpies' trademark fourth quarter comeback fell short against Gold Coast on Saturday night.

"How many times do you want to be in that position?'

SUNS v MAGPIES Full match coverage and stats

The Magpies trailed by 26 points at the final change at People First Stadium, but hit the lead with just four minutes remaining after Nathan Kreuger kicked truly from a tricky set shot.

Despite kicking the only five goals of the fourth quarter to that point and seemingly with all the momentum, Collingwood could not get over the line as it has done in so many close finishes under McRae.

They conceded the finals two goals to lose by 11 points.

It came just one match after overturning a 54-point second half deficit against North Melbourne to win.

McRae was proud, but frustrated following the defeat that left his team with eight wins, two draws and five losses.

"Anyone that's watched us in the last couple of years knows we're coming," McRae said.

"But you've still got to do all that all the time.

"We're really proud of that part of our culture, and we want to continue to celebrate that, but we don't want to be in these positions.

"How many times do you want to put yourself in a position where you're going to have to do this miraculous comeback?"

Ultimately the weight of numbers won the day for Gold Coast, generating 68 inside 50s to Collingwood's 50.

The Suns won the contested ball count by 16 and the uncontested count by 71, simply outworking their opponents for longer.

McRae said it was a different Suns team to previous years.

"They looked really well drilled and imposed that on us tonight," he said.

However, some Jordan De Goey and Nick Daicos magic in the final quarter turned the tide and looked like getting the Magpies home.

And that's what frustrated McRae. In the middle two quarters his men conceded eight goals, kicking just four of their own, and leaving a mountain to climb.

"The pressure in the last quarter … why aren't we delivering that in the second quarter? You wrestle with this stuff," he said.

For the Suns, it was arguably the biggest win of their eight under new coach Damien Hardwick.

They not only stared down Collingwood in a close contest, but had to regain the lead after giving up a 32-point advantage.

Hardwick described the Magpies as "incredible" for their ability to fight back.

"When we did get headed, we responded really well. I was really pleased with our leadership … we got control, got the game back on our terms," he said.

"The process of winning, what that looks like, I think our guys are starting to understand a bit about that.

"Hopefully this is a step forward for us."