Steve Bruce is already facing tough questions over the Sunderland team he has rebuilt this summer after a 1-0 Carling Cup exit at Brighton followed hard on the heels of defeat by a similar margin at home to local rivals Newcastle just four days earlier.
It means Bruce's Black Cats go into Saturday's Premier League visit to Swansea with just four wins in their last 17 games - and a dozen defeats.
They never looked like scoring in an encounter with new Championship contenders Brighton who should not have had to wait until the sixth minute of extra time to clinch victory with £2.5million signing Craig Mackail-Smith's far-post header.
Brighton, still unbeaten since winning the League One crown last term, were denied what looked a cast-iron penalty midway through the second half of normal time - and missed just as many chances as Sunderland, even though Bruce blamed bad finishing for their defeat.
He started with five new signings in the line-up at the Amex Stadium - although just three changes from the side which lost to Newcastle - but was left to contemplate a lack of fire-power.
He said: "We failed to take the chances we created and got punished for it. It's a big concern.
"What usually marks out a Premier League side from the rest is the ability to convert chances but we just didn't do that.
"We knew it would be a difficult game and that Brighton would create problems for us but we made plenty of opportunities to win the cup-tie and that's very worrying
"Now we are facing another huge game at Swansea on Saturday.
"We know what to expect and we had better be ready for it, but there's no reason, if we keep playing the way we did, why we can't win matches - we've just got to take our chances and score."
Bruce revealed he kept Asamoah Gyan on the bench for 107 minutes because the striker was "not 100%, feeling unwell" but he added: "The spirit in the side was good I thought but it is fine margins that decide things and we've got to make sure we get what we are working hard for."
Connor Wickham, an £8.5million substitute for skipper Lee Cattermole, missed a golden opportunity to equalise in extra time and home keeper Casper Ankergren was finally called into serious action with late saves to deny Stephane Sessegnon and Gyan.
But there was no answer to Mackail-Smith's header from an Alan Navarro cross after 95 minutes, his third strike since his move from Peterborough in the summer.
Brighton boss Gus Poyet said: "We ended up with three full backs and a 19-year-old in Lewis Dunk at the back but they did a great job. I didn't put a centre half on the bench because I wanted to go forward.
"The main thing for me is discovering my team is ready, playing football like that, to take on big teams and beat them.
"We were not ready when we played Stoke in the FA Cup last season and lost 3-0 but we are ready now."