Southampton have failed to win any of their last six matches.
The Saints have failed to win any of their last six matches, leaving them in 12th spot in the table heading into Christmas.
And after a 2-0 defeat against Tottenham Hotspur in their latest outing Koeman has admitted that his side need to improve dramatically.
"I was expecting a difficult season, because expectations (are) higher than normal, higher than what is normal for Southampton," the Dutch boss said.
"We need to change our attitude - and normally I'm the first defending my players. The second season is always difficult for players, difficult for a team who did more than everybody expects.
"You have to work harder, you have to be more aggressive, because that can make the change. It's difficult to compare last season with the season, because some good players have left."
Southampton have raised expectations with their performances in the last two seasons, but this term has been a big disappointment.
The Saints have struggled to score goals on a regular basis, with their attacking play looking slightly disjointed.
Although Southampton are currently well clear of the drop zone, there are slight concerns starting to form over their poor run of results.
Southampton’s problems were perfectly encapsulated against Spurs on Saturday.
Although Koeman’s side had plenty of possession, they lacked cutting edge and Spurs made them pay when Harry Kane and Dele Alli scored in the first half.
Southampton’s next outing comes against Arsenal, where they will be determined to get back to winning ways.