Saturday's loss was Newcastle's second successive 3-0 home defeat by the Black Cats and ensured Sunderland won three consecutive derbies for the first time in over 90 years.
However, Anita feels that, despite the defeat, the team needs to stay focused for their upcoming games against Chelsea and Tottenham.
The 24-year-old told the Sun: "It's so disappointing and of course it hurts. Everything went wrong. You cannot put your finger on one thing because it was everything.
"Everyone knows what this game meant for the fans - and the players as well.
"It is a derby game and, in the end, we let everyone down."
He added: "We need to show the fans we're up for the challenge.
"We have to stay focused and although we are going to get a lot of criticism, we just have to deal with it.
"Football is strange because we could win at Chelsea next week and all be heroes again."