After drawing against Sweden in their Group E opener, Martin O'Neill's side fell to a 3-0 defeat at the Nouveau Stade de Bordeaux on Saturday. A header from Axel Witsel and a Romelu Lukaku double saw the Boys in Green crumble as Marc Wilmots' men secured all three points.
Speaking after the game, O'Shea expressed his disappointment with the result, noting that Ireland "helped [Belgium] out at times".
"I think the big thing for us was to make sure we started the second half quicker and we didn't do that," the Sunderland defender told RTE.
"Belgium are a good team, don't get me wrong.
"It's not just a case of keeping 10 men behind the ball, we did that. But when you're attacking you're at your most vulnerable, so we'll have to work on that.
"We helped them out at times with some of our play."
Ireland's hopes of progressing to the knock-out stage now rest on getting a positive result against Italy on June 22.