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The Brazilians were unable to hoist themselves off the bottom of the PSL standings this weekend as they could only manage a 1-1 draw against neighbours University of Pretoria.
And Dutch tactician Neeskens admits the side's slump, which has seen them lose six league matches out of 10, has unsurprisingly affected the morale in the camp.
"I have noticed that my players are afraid of losing," Neeskens told Football411. "I think we started well against Tuks, but as soon as we scored things changed because we wanted to protect our lead and in the end we settled for a draw.
"I understand how my players feel because we haven't had an easy start to the season and we are bottom after 10 matches."
Despite their struggles, Sundowns continue to endure this campaign, and the 61-year-old former Barcelona midfielder remains confident of a swift turn-around.
"I'm disappointed with our season, but I know we can play better. It is not easy to see us at the bottom like that, because I believe we have a team that should be competing for the league," he added.
"I'm sure we will get it right soon."
