Davis walked four and allowed two hits in the inning, and the Rangers scored four runs off him. Texas handed Davis his fourth blown save of the season after Jose Trevino dropped a walk-off two-run single over the head of Trevor Story.
"We'll address a number of things," Black said. "We've had a couple discussions already, as a group and individually. We gotta keep fighting through it."
After the Rockies built an early five-run lead, the bullpen trio of Jake McGee, Bryan Shaw and Davis allowed seven runs, three hits and six walks.
"It's a combination of everything," Black said. "It's confidence, it's mental, it's some mechanics, it's trying to do too much with the ball. It's not trusting your stuff. There's a lot of things that go into this."
Colorado tried to overcome a rough sixth inning from right-handed starter Jon Gray, who had arguably been pitching his best start of the season through five. He retired the first 10 batters he faced and had struck out eight. However, Gray allowed five runs to the Rangers in the inning.
Gray allowed a sacrifice bunt and three hits, including a three-run home run to Jurickson Profar that put the Rangers ahead, 6-5.
Gray said his biggest mistake on the day was the slider he threw to Profar on the homer.
"I think it's as simple as one pitch," Gray said. "That's all I want to take back from today, is one pitch. If I can locate that pitch somewhere else, then I have a good outing."
Entering his start, Gray's 5.68 ERA ranked third-worst in the Majors among qualifiers, ahead of only Lucas Giolito (7.19 ERA) and Luis Castillo (5.77 ERA). Gray had been struggling even worse in his last six starts, going 2-3 with a 7.98 ERA.
With the loss, the Rockies have now lost three straight series. Colorado is 4-12 in its past 16 games.
MOMENT THAT MATTERED Nolan Arenado's RBI single in the seventh gave the Rockies a 7-6 lead at the time. It was his second hit of the day and his fifth of the series. Coming into the three-game Interleague set, Arenado was mired in an 0-for-19 slump, the longest hitless streak of his career.
SOUND SMART The last time the Rockies lost a game despite holding a three-run lead in the ninth was on Aug. 31, 2016, against the Dodgers. Sunday's loss was also the fourth time since 2015 that the Rockies have lost such a game.
YOU GOTTA SEE THIS Story's two-run homer in the ninth was his 15th of the season. Story, who is from Irving, Texas, and lived about 15 minutes from Globe Life Park, was an avid Rangers fan growing up. The home run was his first at Globe Life Park.
HE SAID IT "Having our team come back so many times and us letting them down has really gotten old, so, this better change," -- Davis, on the bullpen allowing another come-from-behind win
UP NEXT The Rockies return home to open a four-game series against the Mets on Monday at Coors Field. Colorado has struggled this season at home, where it holds an 11-19 record. The Rockies are tied with the Reds for the fewest home wins in the National League. Left-handed pitcher Tyler Anderson (4-1, 4.88 ERA) will face righty Jacob deGrom (4-2, 1.55 ERA) at 6:40 p.m. MT.
Wesley Dotson is a reporter for MLB.com based in Arlington.