The Magpies are winless in nine games in all competitions and some supporters have called for Bruce to go.
But Lascelles says the players must take responsibility and turn things around.
"Of course it is tough," said Lascelles, quoted by The Mirror. We are annoyed at ourselves. We are disappointed with the situation we are in.
"First half at Arsenal was alright, the second half was terrible and we have to look at ourselves as players. We thought we'd put up a better performance.
"I have been in a lot of tough situations. It is about how you deal with them. Arsenal went 10 without a win and turned it around.
"We have the players to do it. We have to stick together with the manager and staff and players and try to do the right things and hopefully it will start to get better."