Sunderland took a half-time lead at Chelsea in Paolo Di Canio's first game as manager on Sunday but conceded two goals early in the second half to fall to a 2-1 loss.
Next for the Black Cats is Newcastle on Sunday at St James' Park, seeking to avoid their winless run extending to 10 games.
"Everybody was disappointed because, as a minimum, we wanted to get a draw from the game," N'Diaye said in the Sunderland Echo.
"We thought we could get that. In the first half, we looked dangerous and had chances. I thought we played very well and were unlucky because Chelsea only had two or three chances to get a goal.
"Just before they equalised, we had a corner and 30 seconds later, they scored. That's not good.
"It's not good mentally for us to concede so early in the second half. We went into half-time 1-0 up, we had a corner and 30 seconds after, they'd scored a goal.
"It's very bad that things like that can happen. Every time we think we play well and fight, it doesn't matter. We need points.
"We've not won a game in two months and that's not good. It's not normal.
"Now we don't have a choice. We need to win games, against Newcastle and Everton."
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- Paolo Di Canio