The Black Cats lost 3-0 to Villa at the Stadium of Light last week, continuing their poor run of form at home, where they have won just two of their last 28 league games.
Coleman's side are in danger of being relegated for a second season in a row, currently sitting at the bottom of the Championship with nine games to go.
"At home, if we tried to build and it breaks down, there's a reaction and we start to play safe, we don't want to disappoint people," Coleman is quoted as saying by the Sunderland Echo.
"Fletch (Ashley Fletcher), for example was doing OK against Villa to begin with, battling against the two best centre-backs you'll see at this level, but you gift them that second goal and it is unbearable. That it is so tough.
"The supporters are staying with us but it is like replaying a bad movie. What do you expect? You get what you're going to get. We never had a say against Villa and that upset me. We sat here after Bristol City, we conceded in the first five minutes, a simple pass into the box and we're nowhere to be seen.
"It is mentality and it is tough to instil it. I think the players have got it they are just too nervous. We have enough experience to do it and where we are, that's danger, seeing it happen again."
Sunderland will have a chance to turn their poor home form around on Saturday, when they play Preston North End.