Daryl Murphy's goal was not enough as Freddie Sears, David McGoldrick and Emyr Huws struck to ensure a 3-1 win for Mick McCathy’s men at Portman Road Stadium.
Six points above third-placed Reading FC and with three games to go, the Magpies' hopes of securing a quick return to the English Premier League is, however, still on course.
“It’s frustrating, because before [Monday], we'd played really well against Leeds before we conceded that last-minute goal," Atsu told his club's official website.
"But we cannot blame anyone, we just have to blame ourselves, correct our mistakes and continue working hard for the future.
“We didn’t start well, and we gave them confidence. We were not compact. No one is happy with [the result]."
For their next game, Newcastle host Preston North End on Monday and a possible three points will confirm their topflight return.
“We’re really disappointed we lost this game, but we have three more games to play, we are still in a good position, and we have to keep fighting until the end," Atsu said.
"Everyone is down, but we cannot keep on like this – we have to make sure we change everything with our next game.
“We have to give more, fight, and just give everything in our next game, which is more important now.”
Atsu is on a season-long loan from elite division side Chelsea, and has three goals in 29 games for Newcastle so far.