Tuesday's 3-0 defeat to Swansea City in the League Cup meant that the Toffees have conceded 17 goals in all competitions already this season.
"I'm not obsessed about [the goals conceded]," he told reporters.
"We kept 15 clean sheets last season and we are a team that can defend and keep clean sheets. I'm not concerned, even if you don't want the feeling you get when you lose football games."
Everton's solitary clean sheet this term came in a 2-0 win over West Bromwich Albion earlier this month.