The Hornets travelled to Bendigo on Saturday for the Country Basketball League all-conference finals.

Horsham qualified for the all-conference finals by defeating the Portland Coasters in the South West conference finals on February 8.

The Hornets, playing without star player Chloe Bibby and Aily McAuliffe, faced the Gippsland conference champion Churchill Blue Devils and North East champion Shepparton Gators at the weekend.

The teams played each other in a round robin format with two games each on Saturday, with the top two earning a place in yesterday's overall grand final.

Horsham played Churchill in its first match but trailed from the outset.

The Blue Devils held a seven-point advantage at quarter time, which increased to 16 at halftime and 19 at three quarter time.

The Hornets came home with a wet sail in the final term, outscoring their opponents 22-8, but were five points short at the final buzzer.

Coach Sharon Fedke and young gun Faith McKenzie combined for 25 in the loss, matching the total of Churchill's top scorer Jess May.

Fedke said missed opportunities and sluggish play at the start of the match had cost her team.

"We just couldn't get going in that first game and we didn't get our act together until the fourth quarter," she said.

"We were down by 19 even in the fourth quarter and all of a sudden we came home strongly but it was too late -  we just couldn't get it done in the end."

The Hornets were keen to atone for the loss in their match against Shepparton, and took a nine-point lead into the final term after an arm wrestle in the first half.

Shepparton's earlier loss to Churchill meant a win would have put Horsham in the grand final, but Shepparton finished strongly to record a nail-biting three-point win.

Faith McKenzie was again one of the shining lights for Horsham with a team-high 18 points, and fellow junior Georgia Hiscock scored 16.

Madison Iredell was the only other Hornet in double figures with 11.

Fedke said the team was bitterly disappointed not to make the grand final after leading in the final term, but would gain valuable experience from the loss.

"I think it was a big experience for the juniors who stepped up and played really well," she said.

"It taught us we've got a long way to go with poise and trying to finish off games.

"This is our first year in the competition and for our first go I think it shows that we're definitely up there and we're not out of our depth against the best teams in the league."