Cowboys superstar Johnathan Thurston.

The North Queensland Cowboys have gone a month without a win, leaving coach Paul Green to lament a severe lack of confidence when games are on the line. 

The Cowboys fell 22-12 to the unbeaten New Zealand Warriors in front of a sell-out 25,000 strong crowd at Mt Smart Stadium on Saturday. 

After beating Cronulla in round one, last year's grand finalists have now lost to the Broncos, Storm, Panthers and Warriors in consecutive weeks.

The Cowboys conceded a try in the opening five minutes of the match at Mt Smart, and a second 20 minutes later as they were forced to again chase the game. 

"We are just lacking a little bit of confidence at the moment and conceding those couple of tries early doesn't help that. Playing from behind all the time is putting pressure on us," Green said. 

"You don't forget how to play footy, you don't lose your talent overnight, it's just important that we stay strong mentally moving forward because that's the difference at the moment.

"We need to work a little bit harder still, of course, but I thought there was improvement in our performance tonight and most of that second half I think we were probably the better side but as I said, those early tries really hurt us."

 Captain Johnathan Thurston was in the firing line throughout the contest, particularly from Warriors veteran Simon Mannering, who was all over the champion playmaker every time he touched the ball. 

Thurston copped "a classic burner" to his right shoulder courtesy of a Mannering hip in the second half but said there was no major damage done. 

Thurston agreed with his coach's assessment that the Cowboys were down on confidence, but felt they built on last week's performance.

"We are just putting ourselves under too much pressure early, like Greeny said, and it's costing us," Thurston said. 

"I thought our attack was a lot better, a bit more fluent and the boys are continuing to work extremely hard, but nothing comes easy in this competition you need to fight for everything. We conceded those early tries and just weren't able to get it back unfortunately."