Lee and the Phillies dropped a 6-0 decision Wednesday to the Indians, who also rolled to a 14-2 victory in Tuesday's series opener.
"They pretty much pounded us both games, there's no way around it," Lee said, according to multiple media outlets. "They crushed us both games. It was never really close, either one of them.
"We have to have a little more pride than that and figure out a way to at least get back into games and make it somewhat competitive. Both games, it was never close."
Lee, who spent parts of eight seasons with the Indians before being traded to the Phillies in 2009, allowed five runs (four earned) and nine hits in six innings Wednesday while matching his season low with four strikeouts.
Lee (2-2) has gone winless over his past four starts for the struggling Phillies (12-16), who enter Thursday with a 4.51 team ERA, the second-worst mark in the National League.
Philadelphia, which also has struggled offensively this season, went hitless in 10 at-bats with runners in scoring position Wednesday.
"That's what we talk about -- consistency," Phillies manager Charlie Manuel said. "The consistency part of our play. We had chances. We had men in scoring position. We just couldn't knock them in."