Matthew Hamshaw's stunning strike and Chris McCready's own goal gave Macclesfield the win, meaning the Shrimps have now failed to win in nine games.
McIlroy said: "We just didn't get out of the traps in the first half, didn't compete and let them come at us.
"At least in the second half we created some chances, but it's a sign of our lack of confidence that having got into good positions we just flapped at those chances and lacked any confidence and conviction."
"It's the first time in my five years at Morecambe that my team has been on such a run and now it's time for everyone to pull their socks up.
"The fans have been fantastic, they follow us through thick and thin and I want them to know that the players, the staff and the management appreciate what they do for us, but now we need them more than ever. We've got a battle to stay in League Two.
Source: PA
Source: PA