The champions were also behind in last season's finale against Queens Park Rangers before coming back in the most dramatic of fashions, and De Jong believes that they need to get rid of such a bad habit from their game.
"I don't know what it is. It is a bad habit. We picked that up from the last game of the season against QPR and have continued that in these first two games of the new season," said the Dutch international.
"We have to improve and show that we are up for the test wherever we go, away or at home. We have a lot of qualities in the squad but we just have to improve.
"It is not going to be an easy season. Wherever you go everyone wants to beat the champions. We have to stand tall with each other and improve."
City's next match comes at home to QPR on Saturday, a repeat of the match that saw them win the title last season.