It is the third year running that Sunderland have won none of their first six games and the second in succession for their neighbours.
Both also went out of the League Cup with a home defeat in midweek, which was Newcastle's fourth successive loss and Sunderland's third.
Now Dick Advocaat's Sunderland team must play away to Manchester United, who are second in the table, while Newcastle meet the champions Chelsea.
Both managers repeated a familiar refrain at their news conferences on Friday, with Steve McClaren, who took over at Newcastle in the close-season, emphasising the word "change" again.
"We are going through change, and change is painful, tough and hard," he said.
"We are changing a lot -- philosophy, culture, standards, training, the style of play to be more possession-based. Some people adapt quickly and some don't but it's necessary.
"Why are we wanting change? Because we've won five games out of 32.
"I've said it won't be easy. It won't happen in three months.
"But when we get it right, it will be good."
The club's managing director Lee Charnley has sent an email to fans, apologising for "a very disappointing start" and accepting collective responsibility.
"We must not panic or make rash decisions," he wrote.
Sunderland's Advocaat again stressed the importance of tightening up a defence that has conceded 20 goals in eight league and cup games, despite buying two new centre backs in Younes Kaboul from Tottenham and Sebastian Coates from Liverpool.
"It is the manner we give the goals away that is the problem," the manager told BBC Newcastle.
Advocaat says the run of eight games following this weekend’s clash at Old Trafford will be critical.
One small consolation is that he claims to have lost only one of nine direct meetings with fellow Dutchman and United manager Louis van Gaal.
Less encouraging is that former England striker Jermain Defoe is doubtful for the game with a hamstring strain.
(Changes headline, no change to story.)
(Reporting by Steve Tongue; editing by Toby Davis)
