Tuesday night's defeat at Colchester United, coupled with Saturday's home loss to Peterborough United, means it is no points and no goals for City in their last two league games.
After a bright start, City found themselves behind in the seventh minute at Colchester when home winger Callum Harriott's angled drive slipped under the body of Brad Jones during the hosts' first meaningful attack of the game.
Colchester's second of the night through Marvin Sordell just after the half hour mark then ultimately sealed the win for the hosts.
Like Saturday's encounter with Peterborough, Parkinson's Bantams saw plenty of the ball at Colchester's Weston Homes Community Stadium but they failed to conjure up that key moment in the final third.
Parkinson admits that City clearly have been lacking an attacking spark in the last couple of games, and he knows that something must change for the Bantams to get back on course.
He said: "We started well and could have scored through James (Hanson) early on but we then just gave them a lead.
"There is no way the ball should go in our goal from that situation.
"The second goal went in obviously after that later in the half but we kept sticking to our task and trying to make something happen. We are just missing that creative spark at the moment.
"If you compare us to the side that played well against Fleetwood and Sheffield United recently, we were lacking that creativity tonight (Tuesday).
"We got into some great positions in the final third but we were just missing that one final pass to finish the move off.
"Whether it is a lack of confidence or a lack of some personnel being available to us, we need to get that belief back.
"We have to make sure we don't feel sorry for ourselves.
"We've had some set-backs quite recently - tonight was another one - but no-one will help us go to Rochdale at the weekend and get a result but ourselves.
"The lads stuck together and kept trying to do the right things. We know we will get it right again very soon."