The iconic goalkeeper has admitted that his side has begun its Liga campaign in poor fashion after picking up just one point from its opening two matches
The defeat for los Blancos comes a week after the 1-1 draw with Valencia at Santiago Bernabeu and coach Jose Mourinho was quick to criticise his team in the wake of the match.
"There are collective and individual errors. I agree with the boss," Casillas said. "Last season we had two stumbles in a row and we lifted ourselves back up."
The club's captain also has accepted that his teammates must improve in the coming matches, but remains confident that they can turn things around.
"To be five points off the top is not a good start," he was quoted as saying by ESPN.
"Nobody expected this, we have to look at what we are not doing well. We did not know how to defend. We cannot allow it because it is costing us points and games."
Madrid entertains Liga leaders Barcelona on Wednesday for the second leg of the Spanish Supercopa, which it trails 3-2.