The French giants, who went down 4-0 on aggregate to Real Sociedad in the playoffs in August, suffered a 5-1 away defeat to Montpellier on Sunday to slip down to 14th in Ligue 1 with 11 points from nine matches.
"We're doubting," Ligue1.com quotes him as saying. "After being knocked out by Real Sociedad, we started to no longer have confidence in ourselves, in our teammates, and started to think too much.
"Everyone wanted to find the solution to help the team by himself, but in the end, we were no longer a team but just 11 players out on the pitch."
Lyon have won just once in their last 11 competitive matches.