The details provided by are inadequate for anyone to give a specific suggestion.
What is your qualification?
What is your experience?
What are your strength areas?
As per your past experience what are your weaknesses?
How is the job scene now?
Who is recruiting people with the nature of your experience?
The biggest plus point I see in your message is that you want to improve.
Very few even in the late stage of their career dare to do a introspection.
After you have gone through the above dispassionately you will find answers yourself.
24th January 2016 From India
Do a critical analysis where you could have lost out during the interview or screening.
Did you interact with other candidates present there?
Were they of similar profile?
Failures are a stepping stone to success.
No point getting disheartened in any way.
Keep trying and you will be successful in getting a suitable job.
All the best
24th January 2016 From India, Pune