McShane scored for the visitors on 50 minutes to halve the deficit at the Liberty Stadium after goals from Ki Sung-Yueng and Bafetimbi Gomis had made it 2-0 to Swansea at the break.
But Hull’s David Meyler was sent off three minutes later and the home side killed the game off in stoppage-time as Frenchman Gomis scored his second of the game.
“It was a very slow start for us. We were 2-0 down in the first half and only then did we get going,” said McShane.
“We can’t afford to do that. We did that against Chelsea (a game they lost 3-2) and I think it’s easy to play when you’re 2-0 down because the pressure is off. We need to start more brightly and start on the front foot.
“It’s tough to put your finger on why that’s been happening because we do everything correctly in training but I think it may be a little bit of pressure.”
Just six points separate the bottom six in the Premier League and Republic of Ireland international McShane admits it is going to be a tough battle for survival.
“It’s going to be tight. There are going to be loads of twists and turns yet but we need to start picking up points quickly,” he added.
“We have a few of the big teams coming up but we know we can play well against the big teams so hopefully we can get something off them.
“I still have faith, you’ve got to, so we’re just going to keep going and get back into training on Monday and look forward to the weekend. That’s all we can do.”
Next up for Hull is a trip to Southampton on April 11.