The Friuli outfit, who host Genoa on Tuesday evening, lost 2-1 at Chievo last time out to suffer their second loss of the campaign.
With just one win from their opening four games, Guidolin knows his team must react.
"Something is not working from a mental standpoint," Guidolin said. "Being the one responsible for the team, I need to find out what is wrong and try to come up with a solution."
Guidolin was unimpressed by his team's display against Chievo.
The Udine side took a 1-0 lead after 50 seconds played but went into the break trailing 2-1 and never recovered.
"We made the worst mistake of all which was to think that we were better than them," Guidolin said. "We showed arrogance and they punished us."
Udinese captain Antonio Di Natale is set to start against Genoa, having only played in the second half against Chievo.
The hosts will be bolstered by the return of midfielder Giampiero Pinzi, who will make his Serie A debut having recovered from injury.
Udinese defender Maurizio Domizzi is still out of action with a thigh problem.
Rivals Genoa are level on four points with their opponents and travel to the Friuli Stadium on the back of a goalless draw against Livorno.
Genoa coach Fabio Liverani was disappointed his side was not able to build on their 3-0 victory at city rivals Sampdoria - their first success of the campaign.
"It is true that the derby gives the players a lot more motivation than any other game," Liverani said. "But after so much euphoria, we struggled against Livorno.
"My players have to understand that we have to always be aggressive.
"If we let our guard down a little bit then we become a team that can lose against anyone."
The visitors will be without defender Thomas Manfredini, who serves a one-match ban.