Mark Hughes' side drew for the seventh successive match on Saturday, 1-1 with Hull City at Eastlands, and are now 14 points behind leaders Chelsea.
The run of draws has left some City fans questioning whether Hughes is the right man to manage their team, but de Jong believes it is the players that are to blame for the poor run.
The Dutch midfielder told the Manchester Evening News: "We have to sort it out. We are frustrated at the way we played, and the way we have played in the last couple of weeks at home.
"We have to dominate teams here, and that didn't happen. We need to pick ourselves up and look forward to the game against Arsenal.
"I would love to give you a reason - if I could give you the reason, we would win all of our games.
"Maybe there is a lack of confidence in some situations. We try to keep our confidence high, especially when we play at home. We are frustrated but have to continue to build for the future, and these kinds of games are always hard to play.
"There are a few factors, but we have to give more in every line of our game - midfield, defence and attack. It's a team thing and we have to work harder and harder to get where we want to be.
"It was disappointing to play at home again and to concede in the 80th minute. It was also the seventh draw, so we don't get any closer to the top four. Now it is up to us to take it on the chin and come out fighting on Wednesday."
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