The Dutchman replaced Gus Poyet as the Black Cats boss last week and has been in charge of the first team for one game so far.
That match was against West Ham United away from home in London on Saturday, March 21, which Sunderland lost 1-0.
With just eight more rounds of matches remaining in the Premier League campaign, Sunderland currently find themselves just a point and a place above the relegation zone.
Given the current form the Black Cats are in, it will be very difficult for them to retain their Premier League status for next season, and May has highlighted an error that the club bosses made regarding the appointment of Advocaat.
“To give a manager eight games or nine games from the end of the season to sort it out is too late, I think,” the 44-year-old told BT Sport’s Football Tonight show on Monday.
“If anything, they should have given it to him at Christmas and see where they were then, but they are in free fall.”
Sunderland did indeed leave it too late to make the managerial change, but perhaps they thought that Poyet could do the job.
The Uruguayan did rescue the Black Cats from relegation to the Championship last season, and maybe Sunderland should have kept faith in him.
There is still a good chance that Advocaat would save Sunderland, but they need to start picking up points fast.