Aironi were one of two Italian teams to enter the Magners League at the beginning of the season. But while Benetton Treviso have notched up seven wins, Aironi are yet to get off the mark and prop up the league table.
Their latest defeat came at the hands of Newport Gwent Dragons who came out 18-3 winners in a game the Italian side had been tipped to win.
"It was a poor performance and generally a poor game against the Dragons," said Welshman Phillips.
"It's disappointing because we don't prepare to not play. The conditions didn't help but we didn't help ourselves.
"It was a game I expected us to win. Whether the pressure of chasing a first win, the pressure of playing a game we should've won had a negative effect I don't know but it's frustrating.
"Everyone in the changing room over the last three months has been focussed on getting a win. The attitude before the game gave me no reason to be concerned.
"But I'm learning that one of the biggest challenges is to continue working on the players' mentalities.
"It would be easy to say it wasn't a good day at the office. But it's important that we find the reasons for this defeat. We need to get that attitude and strong mentality but you can only build that on a strong game.
"We didn't create enough against the Dragons. In those kind of conditions it is tough to play sometimes, it's sometimes better to play without the ball. But our kicking game wasn't good enough and that put us under pressure."
While Phillips felt the kicking out of hand was poor, Aironi failed with several attempts at goal, which would have kept them in touch with the Welsh region. And Phillips sees goal kicking as a major Achilles heel, which needs to be addressed.
"If you look at the Magners League the higher you go up, the kicking percentage gets better," added Phillips.
"You don't need to be an expert to realise that it's something we need to work on. Our kicking out of hand and at goal isn't good enough.
"I'm enjoying it over here but as we all can see there's still a lot of work to do. We're certainly moving forward as a group and getting more competitive in the league but there's work to do."
Aironi will have another chance to get their first win when league leaders Munster visit Stadio Luigi Zaffanella this weekend.