Under-fire Rangers boss Russell Martin believes his team have a mentality problem, as he claimed his tactics are not to blame for their problems.

Rangers have endured a woeful start to the season, and they made it two defeats from their opening two Europa League matches as they went down 2-1 to Sturm Graz in Austria on Thursday.

Goals from Tomi Horvat and Otar Kiteishvili put Sturm Graz in control before Djeidi Gassama became just the second Frenchman to score for Rangers in major European competition, after Jean-Claude Darcheville, to drag Martin's team back into the contest.

However, a late chance for John Souttar was the closest Rangers came to rescuing a point. 

Rangers have lost 37.5% of their matches in all competitions this season (6/16), their highest percentage in a season since 1985-86 when they lost 38.6% of games (17/44), but Martin is adamant that his tactics are not the issue.

"You can't start that poorly. We had loads of chances in the first half, but [Sturm Graz] had too many. The mentality is the problem," he told TNT Sports.

"We are not doing what we should do in set plays, in our throw-ins, so that's a mentality issue. We had loads of chances in the first half, we were so dominant in the second.

"We should score more goals. You come away in Europe and have that many big chances in front of goal, you can't lose the game.

"We have a lot of young men who will have to learn really quickly. We have to improve the mentality quickly, it's not a tactical problem."

Rangers have now gone 22 away matches in all competitions without a clean sheet, equalling a club record that has stood since January 1897.

And they are on the road again when they return to Scottish Premiership action this weekend against Falkirk, who sit just two points behind them.

"It's an interesting time [to be Rangers manager], it's a frustrating time because we show signs of so much growth and improvement," Martin added.

"We came away from home and had so many chances, so it's frustrating to lose the game. It's all about Sunday now."