The Teessiders embarked upon the new campaign with high hopes of bettering the seventh position last term which capped arguably the most successful period in the club's history.
A first-ever trophy - the 2004 Carling Cup - and a creditable European debut which took Steve McClaren's side to the last 16 of the Uefa Cup have raised expectations at the Riverside Stadium.
However, Southgate delivered a blunt assessment of Middlesbrough's current standing after a miserable derby display.
"What do we want to be? Where do we want to be? I keep hearing the top six mentioned - we are a million miles off that at the moment," the 35-year-old said. "Everybody has to go away and look at themselves. It's a collective thing, it's no use us blaming one thing or the other.
"We didn't defend well enough, we had a couple of chances that on another day we might have scored, but Sunderland deserved it on the day. I keep hearing what a good side we are, but until we start putting some consistent results together we have got to stop believing our own publicity a bit."
Southgate continued: "In pre-season we were not particularly impressive and I think sometimes expectations are higher than reality. We need to start putting some consistent results together. Had we won on Sunday things would have looked very different, but we didn't and it is very hard to take."
Middlesbrough's previous home game in the Premiership resulted in a famous 2-1 victory over Arsenal, but the inconsistency which has blighted their season was in evidence once again as they turned in a below-par performance to assist Sunderland in finally ending their 26-game wait for a top-flight win.
Mick McCarthy's side were well organised, committed and when their chances came along they took them, but the Teessiders produced little of the flowing football which has characterised their best displays in recent times.
They were on the back foot almost from the first whistle when, within 90 seconds of the kick-off, the Black Cats' midfielder Tommy Miller fired his side in front. Middlesbrough created chances, but found Kelvin Davis determined to prove his doubters wrong with four superb saves. The last of them, from George Boateng, came in injury-time and by then Julio Arca had wrapped up the points with an outstanding 60th-minute free-kick.
"I don't think we did enough, particularly in the first half, to win the game and it's a big punch on the nose for us," Southgate warned. "Give them a lot of credit, they worked extremely hard, their game plan was very good, they got goals at just the right time."
Middlesbrough now head into Thursday night's Uefa Cup qualifier against Skoda Xanthi in Greece, into which they take a 2-0 first-leg lead, needing to regroup quickly after a difficult few weeks.
"We have not played well enough consistently enough," Southgate admitted. "We had a couple of good performances away at Birmingham and at home to Arsenal, but we have lost two at home now.
"We talk about ourselves being a good side - good sides don't find themselves with eight points from seven matches, so there is a lot of hard work to be done and hopefully this result will galvanise people into doing that because I do not want to be standing here after defeats like that again."Reuse content