The Saints slumped to a 41-24 defeat in the final match of the weekend, which saw a full schedule of Super League fixtures take place at the Etihad Stadium in Manchester.
Wellens's introduction in the second half sparked a mini-fightback for his side, but it wasn't enough for the win they needed to return to the top of the table.
"That was embarrassing. We've got to turn up with the right attitude. That's just not good enough," Wellens told Sky Sports News.
The defeat leaves St Helens second in the Super League table, one point behind Leeds Rhinos.