Carlos Edwards fears defensive frailties could undermine the Black Cats' promotion bid.
Sunderland let a 3-0 lead slip against Sheffield Wednesday, allowing the Yorkshire side to get back to 3-2 at Hillsborough.
Edwards then netted his first goal since his £1.5m move to Wearside earlier this month to secure a 4-2 victory.
The result, though, did not stop boss Roy Keane making his feelings plain in the dressing room.
Edwards said: "It is the first time I have seen that side of him.
"He was right to be upset and the players were upset.
"I would rather I had not scored and we had come away with a 3-0 win.
"I knew coming off the pitch the gaffer would not be happy.
"Not manyteams score four goals away from home and leave the ground without a smile on their faces, but we know the standards the gaffer expects.
"We want promotion, ideally in the top two, but it could be damaging if we keep conceding goals like that."
The win lifted the Wearsiders to seventh place in the Championship and left them level on points with sixth-placed Cardiff.
Edwards added: "We are happy with the three points, but at the same time there were a lot of negatives.
"We were comfortable at 3-0 so we cannot be happy it finished 4-2.
"The gaffer has the right to show his nice or nasty side.
"You can see why he was upset because from 3-0 we could have ended up 3-3.
"There was a bit of clumsy defending or lack of communication perhaps.
"Our goalkeeper had not had any saves to make and then they scored two goals.
"We have two weeks until the next game and we have to go to the training ground and try to sort that out."
The Black Cats have a free weekend before resuming their campaign against Crystal Palace at the Stadium of Light a week tomorrow.
Keane plans to send his players on an orienteering course.
Edwards joked: "Perhaps he will send us out into the woods and tell us to find our way back without a compass!"