Benitez's second-bottom side were beaten 3-1 by Southampton at the St Mary's Stadium this afternoon.
Newcastle were dreadful before the break, and Lascelles replaced the injured Steven Taylor for the second half.
The defender told BBC Radio 5: “We had Steve McClaren who is a great manager and now we’ve got Rafa Benitez, who is a great manager so it’s clearly not that.
“It’s the players and we have to take full responsibility.
“It’s ourselves who need to change it and not the manager. We need to play with more heart. We’ve got flair players, tricky players, players with loads of talent. But we need more heart, we need more desire.
“We need bigger characters on the pitch, players who care and who are going to get after each other.
"We have lacked it this season and no matter how good you are, if you don’t have that fight and hunger and desire, it doesn’t matter.”