Juan Ignacio Martinez believes Valladolid’s poor run of form meant they faced Athletic Bilbao at a particularly bad time.
Valladolid took the lead at San Mames with Oscar opening the scoring after 15 minutes in the Monday evening game.
The visitors held on until past the hour mark but Athletic responded with four goals, including an Ibai Gomez brace.
Oscar de Marcos and Ander Herrera also netted for the home side, while Valdet Rama grabbed an injury time consolation.
Valladolid have now won one of their last 10 League games and Martinez told his post-match Press conference that a lack of confidence was the deciding factor.
“We’re annoyed because we had a lot of hope for this match.
“We knew this would be a difficult place to come and play.
“But the team is a little sick and when we have a setback, mentally we are overcome.
“We came looking to make it competitive so to concede four goals hurts a lot.”
Valladolid have conceded four goals in four out of their last 10 fixtures, against the likes of Real Madrid and Granada.
Martinez’s side sit 18th, three points short of safety.
“We went a goal up but Athletic created a lot of chances. Marino made some great saves,” Martinez continued.
“Our spirit was getting better in the second-half until they turned the game around with two plays.
“The players showed a little neglect to allow the last two goals. They were completely avoidable.”