The 1-0 south Wales derby defeat at Cardiff was a hard-fought affair where Swansea were guilty of failing to create despite enjoying long spells of possession, particularly in the first half.
Since winning 2-0 at Crystal Palace towards the end of September, Swansea have only scored more than one goal once in eight games, and that came in a 4-0 win over a Sunderland side who capitulated in the second half at the Liberty Stadium.
And their Dutch goalkeeper, who was sent off in the dying seconds at Cardiff City Stadium, said: "It was a shame against Cardiff as I didn't have to make one save, but they scored from a set-piece.
"But we didn't create many opportunities. We are not creating much. You can miss chances in games, but we didn't create anything.
"We had shots on goal, but nothing serious. We have to work on that. We didn't scare them.
"We didn't create much against West Ham last week either, although that was a more difficult game.
"We know in the Premier League you don't get many chances anyway, but if we had played another day I don't think we would have scored (against Cardiff).
"This was like a typical 0-0 but you have to concentrate for 90 minutes and we did not."
Vorm felt his red card had maybe been slightly harsh as he claimed he touched the ball before making contact with Fraizer Campbell as the striker raced in on goal, but he had no problem with Mike Dean's decision to send him off.
When asked if he felt it was a harsh decision, he said: "I touched the ball first but the referee has a fraction of a second and my leg was high and I touched Campbell as well.
"It wasn't my intention to kick him, but once the referee has made that decision there's nothing I can do.
"He has to make those decisions so I can't complain.
"I was the last man because everyone was forward so I had come up to defend a big area.
"It was a shame, but it didn't make a difference in the end."
Captain Ashley Williams admitted his side are some way below their best at the moment, but pointed to their recovery after a difficult spell during the opening months of last season as proof they can turn things around.
"I'm concerned. I don't think we've hit the level where we were last season and it's something we've got to work towards," he said.
"I've been out for a few weeks and I've had the chance to see it from the outside and...I don't think we've really got to where we need to be.
"I remember a period last season - September or October maybe - where we weren't playing too well and then we turned it around with some big wins.
"We've been here before and we need to just work through it."
Vorm has been handed a one-match ban following his red card, meaning he will miss Sunday's clash with Stoke at the Liberty Stadium.