Christian Eriksen said Manchester United must "look at ourselves" after a chastening 3-1 loss against Brighton on Saturday deepened the crisis at Old Trafford.
Former United youth player Danny Welbeck scored the opener for Roberto De Zerbi's side and Pascal Gross and Joao Pedro heaped the misery on Erik ten Hag's men before Hannibal Mejbri's consolation effort.
The Red Devils, who finished third in the Premier League last season, are languishing in 12th place after a third defeat in five games.
The manager is also facing off-field problems, with Jadon Sancho banished from the first-team squad and Antony given a leave of absence following assault allegations against him, which he denies.
"It is a heavy one," Eriksen told the BBC. "We have to look at ourselves. We changed some things but we are disappointed.
"In the first half, we had a lot of moments, had good control. They had a lot of possession but not many chances. They then score with their first chance and the system they play they keep the ball a lot and we had to chase it down. But we still had chances to get back into the game."
The Denmark international said United needed the "small things" to go in their favour.
"We had the offside at Arsenal and today when we scored but it was out of play," he said. "The small things we are missing and a bit of luck to get over the line and get something out of the effort we put in.
"Any game at the start of the season, doesn't matter who you play, is very important. We focus on our games and whoever we play we want to win. But we have lost three already and we have to change that."