Hull have conceded goals at an alarming rate in the early weeks of the 2014-15 season, shipping nine in their previous four games in all competitions.
More worrying for Bruce is their recent habit of giving away leads, with points surrendered in a pair of 2-2 draws with West Ham and Newcastle United in the league.
And their woes continued in Wednesday's League Cup defeat at West Brom, throwing a way a 2-1 advantage with three minutes left to lose 3-2 and fall at their first hurdle of the competition.
With the reigning champions visiting the KC Stadium on Saturday, Bruce admits their inability to keep goals out is becoming a worry, having seen his side register the best defensive record in the bottom seven of last season's Premier League.
"It's a huge concern for me because it's not like us," he said.
"If you've seen us for the last two years, the ability to see a game through was there for everyone to see.
"Certainly in the Championship, once we got in front we never looked like surrendering it.
"It's a bit baffling at the minute because it's not going for us. We have to work harder, get through it and hope it's just a bit of bad luck."
Manuel Pellegrini's side were also in League Cup action in midweek, as they began the defence of the trophy they won in March with a 7-0 hammering of second-tier Sheffield Wednesday at the Etihad Stadium.
Frank Lampard scored twice in the rout, taking his tally to three in the last two matches after his equaliser against former club Chelsea last weekend, but Pellegrini suggested that the experienced midfielder will not feature against Hull.
"He is now 36 years old and maybe he cannot play three games in a row," he said.
"But he continues knowing how to play this sport and Frank is a top player in that sense."
Pellegrini has also hinted that Lampard's loan spell from New York City could be extended beyond January, but the Chilean was quick to return his focus to league action at the weekend.
"We'll see what happens in the future but the important thing now is to think about what we must do against Hull on Saturday," he said.
The resounding victory against Wednesday was their first win in five games, and Pellegrini will have Pablo Zabaleta back in contention after serving a one-match suspension for his sending off against Chelsea in midweek.
Fernando (groin) and Stevan Jovetic (hamstring) remain doubts while David Meyler is the hosts' sole injury concern - the Irishman is struggling with a back issue.
