It's that his team is giving away games. Literally.
If you are looking for why the Cowboys are 2-4 overall, McCarthy will point to the minus-12 turnover ratio, the worst in the league. The last time they were this bad through six games was in 1960 when the expansion franchise was minus-15.
"I have a continuing issue with ball security on my football team," McCarthy said after Monday night's game. "That's something I personally take a lot of pride in and how it reflects on how you play the game of football. I'm not getting it done right now."
From 2006 to 2018, the Green Bay Packers were plus-103 in the giveaway/takeaway battle, which was a big reason why McCarthy went 125-77-2, made the playoffs nine times, went to four NFC Championship Games and won a Super Bowl.
As former Cowboys coach Jimmy Johnson used to say, teams lose games more than they win them.
Before getting hurt, Prescott had four interceptions and lost three fumbles. In Monday's loss to Arizona, running back Ezekiel Elliott lost two more fumbles, giving him four this season. He lost five fumbles in his first four seasons combined. Cowboys quarterback Andy Dalton and tight end Dalton Schultz have each lost a fumble, and Dalton was intercepted twice by the Cardinals.
That McCarthy's two stars, Prescott and Elliott, have the bulk of the turnovers does not matter.
"It's discouraging, period. It's something that we work diligently on that's not carried over to the game," McCarthy said. "That's something we have to just continue to stay after. Maybe frankly, maybe we're trying too hard or maybe it's we're overcoaching. It clearly has put us in a position where we've been playing uphill every single game. We haven't gotten into a groove or a rhythm and got out in front yet this year. It's just self-inflicted wounds that continue to plague us."
Each day in practice, the Cowboys go over ball-security drills. The offense protects the ball, while the defense tries to poke it free. Sometimes the defensive players wear boxing gloves for added emphasis on the punch.
Clearly, the emphasis is not working.
And to make matters worse, the Dallas defense faltered after the takeaways. The Cardinals scored 24 points off the Cowboys' four turnovers. This season, opponents have scored 84 points off Cowboys' turnovers, most in the league. The second-most points given up off turnovers by another team is 52.
The sudden-change defense has been nonexistent. The opponent has scored on 13 of the 15 drives after a Dallas turnover. But both times the Cowboys didn't allow points came with Seattle and Cleveland killing the clock at the end of regulation.
"We have to take pride in the defense, going out there and having the offense's backs regardless of what the situation is," Cowboys linebacker Leighton Vander Esch said. "Whether they get good field position, put the ball down to the 2-yard line, or whether they turn the ball over on the 2-yard line on their end. We gotta have the mindset that we are going to go out there [and] we are going to take pride in that as a defense.
"That we are going to go out there and we are going to stop them no matter what. ... That conviction that no matter where the ball is on that field, we are going to get the job done."
The Cowboys haven't gotten the job done yet and McCarthy knows it must change, on both sides, because there is no margin for error.
"We're the worst in the league taking care of the football," McCarthy said. "... It's frustrating to see the pattern here in five of the six games this year."