The Eagles were beaten 1-0 by the Black Cats at Selhurst Park in a game were they dominated possession and had a number of shots on target but were unable to breach the visiting defence.
In reaction to the disappointing defeat, McArthur felt that Alan Pardew's team had enough chances to take the lead but in the end came up short in yet another tough Premier League encounter.
"I felt we had a lot of the ball but we lacked the killer instinct to try and get that goal, and we've let a poor one in," he said.
"I didn't think their formation mattered, we had enough of the ball to create opportunities but in the final third we weren't quite at it.
"As the game went on we should have taken something out of it but that's the Premier League for you. You can't take your foot off the gas and you have to be at it every single week, and if you're not then you won't win games."