Chances were few and far between in a low key friendly in Valletta with Niall McGinn going closest for Northern Ireland and Michael Mifsud having the home side's best opportunity.
The stalemate means O'Neill has yet to record a victory in his eight games in charge and it stretches Northern Ireland's winless run to 12 matches.
O'Neill said: "It was a difficult game in that the conditions weren't particularly conducive to trying to play. The pitch was difficult, very bumpy, the wind obviously didn't help matters.
"But overall, whilst we never really seemed in any great danger and we controlled large portions of the game, we didn't create enough chances.
"They were very well organised and at times we played into their hands a little bit with our choice of passing. I think at times a little bit of our inexperience in certain areas of the team showed up.
"You want to win games, simple as that. We've had eight games, we've had five draws and three defeats. We've had some very difficult games in there.
"Of course it's a concern but at the end of the day the only people who can change that are myself and the players and I'm aware of that."