Wellington boss Ufuk Talay questioned his players' mental composure after they missed two penalties and blew a one-goal lead to lose 2-1 away to Macarthur FC.

Bozhidar Kraev had given the Phoenix the advantage inside the first five minutes at Campbelltown Stadium but his strike was cancelled out by a Ulises Davila goal just after the half hour mark.

Oskar Zawada and Yan Sasse both had penalties saved by Filip Kurto before halftime, with Macarthur forward Mouddi Najjar able to give his side an A-League Men victory early in the second half.

The win was Macarthur's first in five games and their first under new head coach Mile Sterjovski.

The sixth-placed Phoenix have now dropped 20 points from winning positions this season and the loss allowed Macarthur to go level with them on points.

Talay's side remain above the Bulls, who are in eighth spot, on goal difference.

The frustrated Phoenix boss claimed his side need to fix up their act ahead of next week's trip to face Western United in Launceston.

"We got in the lead again and dropped points, that's 20 points dropped this season after taking the lead," Talay said.

"That's disappointing, we had two pens and if you can't score those then it's very hard to win games.

"Are we handling the expectation? I don't believe so.

"I think if you want to be a top team, there's pressure to play a certain way.

"When you go up 1-0, (you have to) take the game one step further and score the second goal and maybe even the third to try to kill the game."

Talay said the decision for Zawada to hand penalty duties over to Sasse was led by his players.

Kurto had work to do in both instances and the Bulls played with belief after the Polish goalkeeper had twice denied the Phoenix from the spot in quick succession.

Najjar put the Bulls ahead in the 49th minute and even though Davila missed a penalty himself Sterjovski's men were able to hang on and put last week's 6-1 humiliation at the hands of Melbourne City behind them.

"I'm pleased with the turnaround from last week's result," Sterjovski said.

"Filip's two saves lifted the boys and I thought we were a different team in the second half and we were unlucky not to get a third goal.

"Their attitude was great all week and I can't fault them for that.

"The table is close and with a couple of wins you can get into the top four."