Manchester United are not finished in the summer transfer window.
The Netherlands international had a large impact off the bench in the fixture and scored their only goal, which could have pushed those in charge to step up in their other transfer pursuits.
He said: "We can play so much better than today. If you look at the players we had on the pitch and on the bench and not here today, we have to look within first and look at ourselves and know we can perform better.
"But we are always looking to improve if there is something out there that is available at the right price. We always want to strengthen. But we can all look ourselves in the mirror, instead."
Having previously said of the performance: "You can see we are short and they deserved the points.
"They were sharper than us in challenges, tackles. We started off slowly and that had a knock-on effect for the rest of the game when they got the first goal.
"We had a long season last season and we didn't finish until August 16 and we have not had enough preparation time to be sharper. We've worked hard with the ones who've been here, there have been a few players away on internationals.
"I spoke to Roy [Hodgson] and he said they had four friendlies and this was their third competitive game, and it is a big difference to our one against Aston Villa last week.
"You have to make the most of the time you have got and we have already started playing catch-up, of course, and it showed.
“But we will improve quickly, hopefully quicker than we've seen today. Today was a performance that you don’t see very often from these players because these players are better than that.”
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In what will come to a blow to United fans who are hoping to see a huge bid go in for Sancho, vice-chairman Ed Woodward has hinted that the club will not be pressured into increasing their offer.
He said in the club's match-day programme: "Disruption from the pandemic is continuing to create huge economic pressures from the top to the bottom of the football pyramid and, while we are fortunate to be in a more resilient position than most clubs, we are not immune from the impact.”
Before adding: “"However, we must also be responsible in our use of resources during the most extraordinarily challenging time for everyone in football.”