Advocaat admitted he had no clue why his team's defence was so fragile.
"I didn't want to change the back-line already after one game," the 67-year-old manager was quoted as saying by the Sunderland Echo.
"But at the moment, there are players playing who I can't understand why they are playing that way. I cannot understand it, honestly. But there must be a reason and I hope that they can tell me."
The Sunderland full-backs have came under heavy criticism from the media, especially left-back Patrick van Aanholt who was continuously targeted by both Leicester City and Norwich City.
Advocaat refused to blame his full backs but admitted he needed to change a few tactics and switch to a more defensive strategy.
"I spoke to the players and told them that we like full-backs, who if the possibility comes, they go forward. But I've changed that. I've now set up a different way," the former Netherlands manager said.
"The first way for the back four is now defence. And then the opponent cannot get the kind of space they got at Leicester.
"Take care of your man, and beside that, if you can do a little bit more, then go forwards, otherwise not. We have to change the basic facts."
Defender Billy Jones also expressed his disappointment but said he was keen to get back to winning ways, starting by making a statement against Swansea.
"Obviously I'm just massively disappointed because we've let ourselves down again," the 28-year-old said of his club's loss to Norwich.
"We gave ourselves a mountain to climb being 2-0 down at half-time through two disappointing goals from our point of view.
"The only way we can kick start it (our season) is by winning games and we've got a massive chance to do that against Swansea.
"Obviously everyone knows what a good team Swansea are so that'll be a statement in itself to beat them on our home turf and beat them with a good performance."
(Reporting by Shravanth Vijayakumar in Bengaluru; editing by Sudipto Ganguly)
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