The Scottish defender, who has played at right-back and centre-half this season has contributed at the other end with a few goals but the mistakes that the team are making as a whole are frustrating him.
Wednesday were pegged back twice against Chesterfield, led 2-0 at Swindon before losing and were the best footballing team at Bradford despite being on the wrong side of a 3-1 scoreline.
The well-travelled Bullen told Footymad: "The word that sums up the last three games is frustration and again against Chesterfield we went ahead but we were unable to hold on - in some of the last few games we have totally dominated and if we had taken our chances we would have been sitting comfortably.
"All in all it boils down to two things – one, we are not taking our chances and two, we are not being professional about a few things."
Training has been hectic since Paul Sturrock took over at S6 and the recent schedule of 5 games in 13 days did not help the cause either although Bullen admits there still has to be lots of improvements made.
He added: "We are working hard on defending in training, we really are. Not including the last three games we were the second best goals against average in the whole league then suddenly we leak eight in three games.
"It’s so frustrating as a defender to see the team play so well but not hold out to get anything out of the game. Little things like tracking the runner we have to improve upon and we have to try to hamper the opponent’s fluidity so to speak so we can get our shape back again.
"We have had five games in the last thirteen days and prior to that we had a tough week in training but it is only natural that there are a few aches and pains there. Overall that’s part of the game and players would rather be playing than training.
"But we have many more things to work on and we don’t have any midweek games for a while so hopefully that will improve us."