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Just over a month after losing the federal election to his rival Justin Trudeau, Andrew Scheer spoke at the United Conservative Party's annual meeting in Calgary, reaffirming his desire to continue to lead the Conservative Party.

About 1,200 people attended Friday night's gathering to listen to Scheer as he pledged for unity as the party moves into their role as Official Opposition in the House of Commons.

"We didn’t win on October 21st. I am deeply disappointed – and losing hurts. But I know for many of you in this room the disappointment is far deeper, and the pain is much worse," Scheer told the crowd.

"I'm here to tell you that you are not alone. We fell short of our goal, yes, but more Canadians, not just here in Alberta and Saskatchewan, more Canadians right across the country voted for our plan for a united and strong Canada."

During his speech, Scheer also dismissed the possibility of him stepping down as leader and cautioned against turning next year's Conservative convention in April into an internal fight.

"I am listening to you and learning what we need to change in order to deliver the victory we need next time," he said. "We cannot give up the fight now."

Scheer likened his situation to the same one former Prime Minister Stephen Harper and Peter MacKay had when they created the modern Conservative Party.

"They united the party, and in doing so, they held the Paul Martin juggernaut to a minority government. And then within 18 months, we – the Conservative Party of Canada – we formed government. Ladies and gentlemen, we are on the precipice of the exact same thing, but it's going to be hard work, and we'll only get there together."

The Liberals were re-elected with a minority government on October 21. They were entirely shut out of Alberta and Saskatchewan, where there is deep anger over the federal carbon tax, an overhaul of resource project environmental reviews and an oil tanker ban off the northern B.C. coast.

Earlier Friday, Conservative MP and former cabinet minister Ed Fast said he has declined a spot in Scheer's shadow cabinet, saying the party leader needs to be surrounded by people who fully support him.

The B.C. MP expressed frustration over how the party's climate-change policy was handled, saying most of the voters he met didn't even know the party had one. Fast had previously served as Scheer's critic for the environment ministry.

The UCP annual general meeting wraps up on Sunday and Alberta's Premier Jason Kenney is expected to speak later on Saturday.

(With files from The Canadian Press)