David Moyes lamented Sunderland's inability to defend crosses as Romelu Lukaku's hat trick guided Everton to a 3-0 win at the Stadium of Light on Monday.
Sunderland extended their run without a Premier League league victory in August or September to 23 games dating back to 2012.
"If there are things that we have done, it is we have worked on defending crosses and being in the right positions, but we certainly didn't show it tonight," Moyes said.
"We didn't stop the crosses, didn't defend the crosses, didn't get in the right positions when they did come in.
"If you give Everton a bit of credit, they boys picked the crosses out well, one to the by-line and another one, but for us, we never stopped them and more importantly for me, we weren't in the middle of the goal to stop Lukaku heading them in and that was the disappointing part for me."
Moyes has no doubt about Lukaku's quality, but admitted his players had made it easy for him.
He said: "I have got to say he is a top striker, but I thought we made it quite easy for him, I don't think we made him have to work too hard to score his goals tonight. But they have got a very good centre-forward in Lukaku."
Duncan Watmore sympathised with the Sunderland fans for their second-half performance and urged them to continue their support.
He said: "We've got to go again for the fans because that wasn't good enough in that second half today.
"The goals are frustrating. The manager's annoyed. I'm trying to be positive but we've got to go again
"We need to get the fans behind us and make sure they keep cheering us because it wasn't good enough again today."