They arrived with their collective ego bruised a bit, a little battered physically and with an unshakable belief of who has put them in the uncomfortable spot they didn't expect to be in before Halloween.
"We know what we signed up for," said cornerback Chris Harris Jr. "Play smart, you got to play smart ... we can't beat ourselves ... we've got to figure it out why we have the same things every week."
Those "things" do keep cropping up. Penalties at the worst possible moments, technique mistakes at the worst possible moments and a tendency, especially on offense, to get away from what's working and lose momentum that the Broncos don't get back.
The frustration that embodies this Broncos season is illustrated by the fact that three of their losses, including Sunday's, have come to the Chiefs (twice) and the Los Angeles Rams, the class of the league to date. And those three losses have come by a combined 13 points.
But instead of letting close losses against the league's best refuel their confidence, the Broncos were left with a nagging migraine about the whole thing as they departed Arrowhead early Sunday evening.
"(It means) nothing if you lost," defensive end Derek Wolfe said. "If you lose it doesn't count for s---. All that matters is wins in this league, it’s a production league ... s---, if you don't win, it doesn't matter what you did. If you lose it doesn't matter how good you played."
"I'm fed up with it actually," Harris said. " ... It's tough right now, we've got to win every game almost right now for the playoffs ... That just kills us.
"We get in a nice situation and we just kill ourselves ... like every time."
Against the Rams earlier this month, even as Todd Gurley pounded the Broncos defense for 208 yards rushing, penalties cost the Broncos the points that would have given them a win, including a taunting penalty on wide receiver Emmanuel Sanders after he believed he had scored an early touchdown.
In the Oct. 1 loss to the Chiefs, the Broncos stopped emphasizing a running game that helped build a 10-point lead in the fourth quarter. They lost that two-score lead, as the Chiefs went touchdown-touchdown in their first two fourth-quarter possessions to grab the win.
In Sunday's loss to the Chiefs, the Broncos were flagged 10 times, including two third-quarter offensive penalties that negated 23- and 10-yard runs, respectively. The Broncos also had what Harris called mistakes in coverage on defense that allowed Chiefs receivers to run free and keep drives moving.
The Broncos went away from what worked early on Sunday. They built a 7-0 lead with bigger personnel groupings and downhill running, as they used a three-wide receiver set only once on their first two possessions. They went away from that game plan on possession three and four.
They liberally sprinkled in three-wide sets in those two possessions, and the Chiefs regained momentum in large part due to that change. The Broncos punted twice, quarterback Case Keenum was sacked twice and the Chiefs turned a 7-3 deficit into a 16-7 lead. They never trailed again.
"The bigger the game, the harder they play, so I'm not disappointed in our guys," Broncos coach Vance Joseph said. "I told our guys, we have to play better football, we have to play cleaner football. Are we playing hard? Absolutely. We want to win? Absolutely. But are we playing smart football to beat the best teams? We're not. We've battled, but we have to play cleaner to beat the best teams."
"We have all the ingredients to win football games, we're just not doing it," said linebacker Von Miller, who said the team has "great coaches." " ... (The penalties) make it look like were an undisciplined football team, but we're not."
Now with half the season left to play and limited practice time leading up to each coming opponent, including teams like the Cincinnati Bengals, the Los Angeles Chargers (twice) and Houston Texans next Sunday, opportunities to repair things are limited.
But linebacker Brandon Marshall said it takes a personal approach to get things corrected, that each player has to do something to fix it each day.
"I know we keep saying the same things every week," Marshall said. " ... Those mental errors, man, that's something we’ve got to stop. We're professionals ... Mental preparation, in practice you have to be aware, this is what I mess up on, this is what I've been messing up on. When you get in practice, be real cognizant of it and fix it. Just hammer yourself on it ... that's the only way. We're better than 3-5, we're just not finishing."
"We know where we are," Joseph said. "We understand where we are."