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The Foxes are 15th and just two points above the relegation zone following a 2-1 defeat at the Stadium of the Light.
Their return of 13 points after 14 games is the worst record of any defending Premier League champions.
"It's difficult. We miss everything," Ranieri said.
"Everything last season was right, starting with luck; this season, everything is wrong.
"But we must continue to work hard and maintain the right balance in ourselves, believe in ourselves. The battle is long, but that's football, sport."
Leicester have not led away from home all season and fell behind midway through the second half against Sunderland when Robert Huth diverted a corner into his own net.
Jermain Defoe added a second for the hosts and although Shinji Okazaki pulled one back for the Foxes, they could not find an equaliser.
"We wanted to get points here but of course it was a relegation battle. They won, well done to them," Ranieri added.
"I said two, three weeks ago, always I look behind me. We are in the battle of relegation. For this reason we must stay calm, together and continue to work hard."
Jamie Vardy's poor form in front of goal continued as the England striker failed to score for a 16th successive game in all competitions for Leicester.
"Look, for me, he works well, hard," Ranieri said.
"Of course the goals are important, but I believe in him and sooner or later, he will start to score goals."
"Everything is wrong" with Leicester City's Premier League title defence and they are in a relegation battle after losing to Sunderland on Saturday, says manager Claudio Ranieri.