The midfielder has outlined his frustration as their latest relegation battle ends in defeat.
The tough-tackling star has particular sympathy for Moyes’ who is leading a financially troubled club to relegation in his first season in charge.
Cattermole said: “It is difficult for the manager to come and speak to us after watching from the sidelines when there is not a lot wrong other than that final bit of quality.
“And, if we are not good enough, and over the season we have proven we haven’t been.”
Sunderland can be relegated on Saturday if they lose to Bournemouth, and Hull don’t lose or Swansea win.
Cattermole says results have baffled him, claiming performances recently have been good.
During defeat to Boro, fans shouted that the players were “not fit to wear the shirt” and for Moyes to leave.
But Cattermole said: “We have been in this position every year. That is tough as a player.
“There is still fight in us, we keep going, lead the boys best we can….
“The performances, we have been coming off saying: ‘How have we lost that game’. Leicester, beat 2-0, full control of the game. West Ham at home and now Boro.
“It is frustrating. At Boro we have dominated and conceded a terrible goal. We didn’t have the quality to break them down. There have been a lot worse performances in the season.
“We have to carry ourselves in the right manner and pick ourselves up and give our best in training. You can see the lack of confidence.
“We don’t feel sorry for ourselves. That is not something we can do. Football gives you nothing, you have to earn it.”