Chris Coleman was concerned by the "alarming" nature of Sunderland's dismal 2-0 defeat to Brentford given what is at stake with the club battling relegation to League One.
The Black Cats boss has questioned whether the current situation facing Sunderland is too much for some of his players, with Sunderland three points from safety.
Fan frustration boiled over in the second half with one supporter in the executive seats standing up and shouting at Sunderland chief executive Martin Bain, who was sat in the director's box seats.
With under-fire owner Ellis Short now based in the US, chief executive Bain was singled out by the fan who shouted: 'Are you happy Bain?'
He was applauded by other fans. Bain then faced more fan frustration as he made his way inside at the end of the match.
Coleman, asked about the incident post-match, said: "They will go for Martin because Martin is the guy that is here, left holding the baby if you like.
"That is were they will vent their frustrations. Martin is a big boy, he knows how it goes, he will be okay."
Sunderland fell behind in only the 13th minute, Kamohelo Mokotjo scoring from the edge of the area after John O'Shea and Lee Cattermole failed to clear.
Dean Smith's Bees doubled their lead in the 28th minute, Neal Maupay flicking in from close range.
"I should have expected it really, I suppose," said Coleman, when asked how disappointed he was with the first half performance.
"More grief, more frustration, more suffering, it is a theme from the last four games.
"We were nervous, looked panicked, a lack of cohesion, we went in 2-0 down at half-time, it was what we deserved.
"It is bitterly disappointing and alarming as well because of the situation we are in, that again the opposition didn't have to work that hard to score the goals.
"Last four games it has been the same thing.
"I was asked last week about formations, I knew I was right. It is not about formations, it is about state of mind, mentality.
"Clearly, first 45 minutes, we gave Brentford the three points."
When asked how he went about changing the state of mind of some of his players, Coleman added: "I just have to stick at it.
"Maybe change personnel, change certain things in training maybe, but I have to look at the situation because of where we are and come up with something.
"Maybe it is too much for one or two, the situation we are in, especially playing here where probably there has been three seasons of frustration and negativity.
"Fans have suffered a long time through a lack of positivity, and they are certainly not getting enough of that from us at the moment. It is something for me to look at.
"I have three days before the game of the season for us, to go to Bolton and come up with something."