The Magpies' winning run in the Championship ended with a 1-0 defeat to Blackburn Rovers at the weekend - cutting their lead at the top to two points in the process - while their EFL Cup ambitions ended in heartbreak after they lost out on penalties to Premier League strugglers Hull City at the KCOM Stadium.
Atsu told the club's official website: "You can see that everyone is very disappointed with this loss, but we have to refocus now on the games ahead which are more important now than the one we've just played.
"We have a league game on Friday, and we can't be thinking about this game. We have to concentrate on the game ahead. On Friday, we have to give everything, and we have to react quickly.
"It's so disappointing when you lose games like this but you have to react quickly. I think that after we lost at home to Blackburn, today we came here and played a very good game, and unfortunately we lost a game we could have won.
"We now have to concentrate and react quickly in the next game against Nottingham Forest."
While they will rue the missed opportunity of not making it to the last four of the EFL Cup - especially given the circumstances of their exit - they can take great heart from their cup run and their current position in the Championship.
Rafa Benitez now has to lift his side for Friday night's trip to the City ground where they will hope to return to winning ways and put pressure on promotion rivals in the process. The good thing for Newcastle is that they have an opportunity to put this behind them pretty quickly, but their disappointment shows there is a degree more ambition at the club nowadays.
But this season was always going to be measured on whether Newcastle could get back to the top flight at the first attempt, even if Benitez is trying to establish a culture on Tyneside where the cups really do matter.