The Chargers dropped to 5-7 in their season as they committed three turnovers at Qualcomm Stadium in their 17-10 loss, which saw their AFC playoff hopes take a blow.
"Against a good football team like the Bengals, we made too many mistakes," McCoy told reporters.
"We had three turnovers offensively. It's been a long time since we turned the ball over that way. It's unacceptable."
McCoy's side face the New York Giants this Sunday as they look to get their campaign for the playoffs back on track.