Sunderland were hammered 4-1 by Crystal Palace at the weekend.
Sunderland conceded four goals in the space of 14 minutes against the Eagles at the weekend and van Aanholt has suggested that he cannot put his finger on what caused the collapse.
The Dutch defender says that he believed the Black Cats would go on to win the fixture, only to see Glenn Murray's and Yannick Bolasie's goals destroy their hopes of claiming a valuable three points.
“No one knew why it happened,” van Aanholt said. "We came out in a positive way, trying to play football.
“I think we started the game well and everyone went into it in a positive way; expecting us to get three points again and move on.
"I think we were the better team in the first half, but in the space of 10 minutes, we gave it away. Everyone knew that Bolasie was quick and you can’t afford to give him chances.”
Why is it worrying?
This isn't the first time that Sunderland have given way under pressure this season and it has to be a concern that they appear no closer to identifying what the problem is, despite a change of manager.
The Black Cats have already lost 8-0 to Southampton and 4-0 to Aston Villa this campaign and they should have addressed the issue which was causing them to struggle so much.
Two managers have now not been able to change things, though, and it suggests that the problem with the current squad is more deep-rooted than first thought.
It means that whatever the outcome of Sunderland's season an overhaul may be required in the summer, and it would be a surprise if the Black Cats were not very active in the upcoming transfer window.