The Magic will attempt to avoid a three-game skid Friday night when they open their home schedule against the Pelicans.
Orlando (0-2) followed a season-opening 97-87 defeat at Indiana on Tuesday by squandering a three-point lead with 10.2 seconds to play in a 120-115 overtime loss to Minnesota a day later.
Despite the setback, Vaughn was pleased with the effort.
"That was fun. That was fun to be a part of," Vaughn said. "I'd be even in a better mood if we came out victorious, but great effort by our guys to give ourselves a chance to win the ball game."
The Magic didn't do much of that in Vaughn's first season on the bench in 2012-13, going a league-worst 20-62 -- the second-worst record in team history.
The last time Orlando started with three straight losses was in 2005, and the Magic haven't dropped their home opener since the 2008-09 season.
Another big game from Arron Afflalo -- last season's leader with 16.5 points per game -- could help. The guard went 11 of 22 from the floor and finished with 28 points, nine rebounds and five assists after the Pacers held him to nine points on 3-for-14 shooting.
Afflalo poured in 26 points with five boards and five assists in a 105-102 win at New Orleans on March 4 which snapped Orlando's five-game skid in the series.
The Magic lost 97-94 in their most recent home meeting with New Orleans on Dec. 26, despite getting 28 points and 10 assists from Jameer Nelson.
The guard is looking to build on his 18 points and eight assists in Wednesday's loss.
The Pelicans (0-1) will look to bounce back from a 95-90 loss to Indiana on Wednesday in which they blew a 16-point lead in the second half and allowed 36 points in the fourth quarter.
"Me personally, I think I could have executed better, got some of our teammates in the right places, gotten into better plays," point guard Jrue Holiday said. "It's about learning. You can learn from every loss."
Holiday, acquired in an offseason trade with Philadelphia, had 24 points with seven rebounds and five assists in his New Orleans debut. An All-Star with the 76ers last season, Holiday has struggled against the Magic, averaging 8.9 points on 31.8 percent shooting.
Anthony Davis had a combined 29 points, 26 boards and six blocks as a rookie in two meetings with Orlando last season. The forward was solid in the season opener, scoring 20 points while pulling down 12 rebounds with three blocks.
Still, Davis appears more concerned with the team improving than his own numbers.
"We've got to learn how to execute better down the stretch," he said.