Patrick Vieira is still waiting for his first win as Crystal Palace manager after Tuesday's loss to Watford in the Carabao Cup.
The Hornets have reached the third-round thanks to an 86th minute goal from debutante Ashley Fletcher.
Despite having 22 shots at Vicarage Road, Palace were unable to breach Ben Foster's goal and might now look for a new centre-forward before the transfer window shuts next week.
Fletcher punished Palace for their wastefulness by converting a cross from Cucho Hernandez with only four minutes remaining.
The Eagles have one loss and one draw from their opening two Premier League games, and Vieira expressed his frustration after losing to the Hornets.
"We have to change our mentality when we are in the opposition half," said Vieira.
"We have to be more aggressive and determined to take those chances because today we didn't.
"There is a lot of frustration on our side because I think we created enough to win. I am disappointed because up front we have to improve ourselves. If we want to win football matches, we have to score goals and this is not the case."
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