Manager Sam Allardyce says Sunderland's failure to get at least a point against West Ham is a "big worry".
The Black Cats lost 1-0 and wasted a chance to climb out of the relegation zone for the first time since November.
"When you've created so many chances away from home you've got to put the ball in the back of the net.
"We've had a good performance but we've got no points which in the end is the last thing we wanted," 61-year-old Allardyce told BBC Newcastle.
With 11 games left this season Sunderland remain 19th, one point behind relegation rivals Newcastle and Norwich.
"It's a flaw in our character on occasions," the 61-year-old ex-West Ham manager continued.
"We're creating more chances than the opposition, but we're not converting them - and at the other end, we're always conceding the goals.
"What happens in between - all that good play - gets wasted by moments where we don't look after the ball enough, or we don't produce enough of the technical finishing quality.
"At the other end we just lose a little bit of concentration - when we do that it's a goal against us and that's what we've got to try and put right."
Sunderland will face Crystal Palace at home on Tuesday, a game Allardyce believes they must win.
"A draw won't be good enough anymore," he added.
"There's still 11 games to go, 33 points to go for and we've got to make sure we turn these types of performances into not just results, but victories."