The Dutchman saw his side lose 2-0 at Bournemouth on Saturday, with Younes Kaboul sent off as the hosts fully deserved their first ever home Premier League win.
Callum Wilson opened the scoring for the Cherries inside four minutes before a superb Matt Ritchie volley moments later sealed a memorable result for Eddie Howe's side.
Jeremain Lens had a legitimate second-half header ruled out for offside before Kaboul was dismissed for a second booking haven been run ragged by Wilson all afternoon.
And Advocaat, whose side dropped to the foot of the table as a result of the loss, said both he and the players will have to take a look at themselves in the coming days after passing up the opportunity to take three points from what he saw as a winnable game
"I'm very angry with the way we started the game," he said.
"We started playing at 2-0 down but by then it is too late
I'm very, very angry with the players - although it is not the first time.
"I will think about myself, what I did wrong - the meeting, the training, the wrong line-up, whatever
I also told them you have to face it yourselves as well.
"What we bring and what they brought is different
I respect Bournemouth for winning this game but if you see the paper and the names you have to do a little bit more than we did today."
Although it is still only September, Advocaat insisted those involved with Sunderland cannot keep dismissing this run of form as unimportant due to the number of games remaining.
"We cannot keep saying that we have 32 games to go - if you play six games and have two points it is not good enough," he added.
"All my respect to Bournemouth and with what they have done but there is no need to lose a game like this in my opinion."
Although Ritchie's strike will grab all of the headlines, Wilson's opener saw him move onto five goals from the opening for games of the season.
That leaves him as the top goalscorer in the league and Howe praised the forward and backed him to make his mark at international level if given the chance.
"He has all the attributes that a modern-day striker needs," Howe said of the man who scored a hat-trick in the recent 4-3 win at West Ham.
"He is very quick, he did really well today for the first goal to show strength and the ability to roll the defender in a tight situation and it was a great finish - he is full of confidence at the moment.
"I think it is great that we are playing at this level and our players are being appreciated and talked about and I'd like nothing more than to see Callum go on and make England appearances.
"I think Callum's potential is limitless, he is strong, quick and a good finisher and one of the features today was his hold-up play
He is developing all aspects of his game all the time, he is young and level-headed and keep doing the right things."
Having won away at West Ham, this was Bournemouth's first Premier League victory at the Vitality Stadium and Howe conceded a strong home record is essential in their battle to stay in the top-flight beyond one season.
"I think today was a really important day for us," he added.
"Our home form, every season, is hugely important
You need to be confident and home and deliver good performances in front of your own crowd and get points and today goes a long way to giving the players a boost when they really needed it."
Source : PA
Source: PA