Omar Alderete produced a first-half winner as Sunderland won 1-0 at the City Ground.
Postecoglou said afterwards: "Tough to take. It's another game that got away from us and that has been the story of the last four or five games. We control games well, don't take our chances, really disappointing goal to concede and we don't take our chances and that means we don't get the result we wanted.
"We should be winning these games and that's up to me to fix. Our football is progressing and we are changing a hell of a lot. We have got to win games and that's what we have got to piece together now."
The manager also said: "We had enough chances to win it or get something out of the game but we have been pretty wasteful in front of goal and that means we have not been able to get over the line and get the points we need.
"Disappointing but we need to dust ourselves off and look at our next challenge and progress from where we are."
Postecoglou added, "It was one of those evenings where we should have got the outcome we wanted. We have enough chances to certainly win the game. We conceded a really poor goal, albeit from a poor decision from the official but after that we had enough chances to win the game.
"We are in a cycle at the moment where we are getting every outcome out of the game except the win and that is the most important thing."