Once again Orient created chances in both halves, but were made to rue those missed opportunities when Winchester let fly from 25 yards and found the bottom corner.
Orient kept faith with the same team which started the 3-2 loss last weekend against Notts County, with Tom Parkes making an unexpectedly quick recovery from a bruised pelvis, though there was one change on the bench which saw Aron Pollock replace Freddy Moncur.
The O’s started on the front foot and some wonderful skill from Josh Koroma saw the winger waltz his way into the box before a last-ditch tackle prevented the youngster from getting a show away.
Cheltenham skipper Harry Pell miscued an effort wide, before a quickly-taken free-kick allowed Tin Plavotic a shot on goal but the defender fluffed wide.
Both sides had now settled into the game and a ball in from Semedo found Koroma at the back post. He popped the ball back in which fell to Massey who saw his shot saved, before seeing the follow-up also kept out by Robins goalkeeper Scott Brown.
Orient were applying gradual pressure, and a lovely ball from Judd found McCallum at the back post who directed it back across goal and Nigel Atangana at full stretch got an effort away, but saw it strike the side netting much to the disappointment of the O’s faithful.
The hosts remained on top and Atangana again almost bundled the ball over the line, and those missed chances proved costly on 21 minutes when Carl Winchester took aim from 25 yards and found the bottom corner as the O’s found themselves trailing.
Webb’s side were undeterred by going behind once again and Semedo did well to get a looping ball in from the byline. A loose ball fell to Koroma who struck right-footed only to see the strike held by Brown.
Orient continued to create chances and Massey dinked a ball in for McCallum who looped a shot goalwards only for it to fall just over the bar.
The O’s went even closer with just four minutes left in the half. A free-kick from Kennedy hit the wall but Collins worked another opening. He cut a cross back from the right to Koroma who was free in the box but he blazed over the bar.
Parkes was unable to continue for the second half and was replaced at the break by Michael Clark and with just over a minute on the clock Wooton flashed an effort narrowly wide of the target.
Cheltenham started the second half the brighter and it was that man Winchester again as he fired goalwards but Sargeant was able to push the effort over the bar and behind for a corner, before Wootton on the turn flashed a shot wide.
Orient then had a great opportunity to level when Massey was felled in the area and referee Miller pointed to the spot.
Kennedy stepped up but Brown dived the right way and kept the effort out as the O’s search for a leveller went on.
The Robins created a couple of half chances before Pell flashed a strike over the bar when a solid Clark clearance fell to the midfielder.
Orient mounted the pressure once again, forcing two corners in quick succession, and from the latter the ball in found Mezague but he glanced his header off target.
Sam Dalby and Rowan Liburd were introduced for Koroma and McCallum respectively, before Sargeant pulled off a solid save to keep out Liam Davis’ shot.
It looked like it was going to be another one of those days at the office for the O’s as Semedo received the ball 25 yards from goal and let fly, only to see it deflected behind for a corner, which came to nothing.
Two minutes of stoppage time came and went and the O’s were left to rue what may have been once again ahead of Tuesday’s trip to Stevenage.
ORIENT: Sargeant, Judd, Mezague, Parkes (Clark HT), Kennedy, Koroma (Dalby 65), Atangana, Collins, Semedo, McCallum (Liburd 76), Massey.
SUBS: Grainger, Moore, Pollock, Alzate.
BOOKED: Massey (90)
CHELTENHAM TOWN: Brown, Barthram, Onariase, Boyle, Plavotic, Pell, Rowe (Storer 61), Winchester, Davis, Wootton, Waters
SUBS: Kitscha, Wright, Munns, Dayton, O’Shaughnessy, Holman.
GOALS: Winchester (21)
BOOKED: Rowe (40)
REFEREE: Nigel Miller
ATTENDANCE: 4,747 (317 Cheltenham Town fans)