The American international right-back has joined the Black Cats on loan from Tottenham Hotspur, but he has only made one appearance in the Capital One Cup against Manchester City so far.
Sunderland lost that match 4-1, but Yedlin impressed with his attacking intent.
As a result, supporters have called for him to come into the starting line-up at the expense of Patrick Van Aanholt, who has been worryingly poor so far.
However, Advocaat has his reservations about using Yedlin at left-back, as it is a position the 22-year-old has never played in before.
Advocaat said: "He has been here for a week and he’s done OK.
"I have to think about it, but if I change it, I have to put a right-sided player in there who has never played at left-back.
“We think the same way as supporters. But to do it is different.”
Yedlin is still making the transition to English football after joining Spurs from Seattle Sounders at the start of 2015.
His first-team chances at White Hart Lane have been limited so far, but there are still hopes that he could develop into a future star.
Spurs are clearly keen for him to get first-team appearances, but it seems that Yedlin will need to up his game if he is to get some more glowing reports from Advocaat in the future.