After going into the break at the KC Stadium level, the visitors conceded six goals in 35 minutes to fall to their heaviest defeat of the season.
Stockdale, who had replaced Maarten Stekelenburg for the win over Norwich City, acknowledged the players need to take responsibility for the defeat but vowed to come back stronger against West Ham on Wednesday.
"We felt that we'd turned a corner so, of course, we feel like we've been knocked out of our stride," he told the club's official website.
"The next couple of days will be a big test in our character, but I believe we have what it takes. We need to fight for everything, and show the desire to get back on track.
“We're not little kids, we're experienced professionals and need to accept responsibility.
"We'll dig deep and go again on Wednesday against West Ham United – that's the focus now.
“We can't dwell on the defeat too much, and the gaffer will make sure that we go into the game at Craven Cottage with as much confidence as possible; that's what he's like."
The defeat saw Fulham end the year 18th in the Premier League with 16 points from their 19 matches, and only inside the bottom three on goal difference.
