Michael Clarke admitted his team had not learned their lesson against spin after crashing to their sixth straight loss on the subcontinent against Pakistan on Monday.
Pakistan inflicted a 356-run defeat over Australia in the second Test in Abu Dhabi -- their third heaviest loss in all matches - to take the two-match series 2-0.
It was Pakistan's first series win over Australia since beating them 1-0 at home in 1994.
Australia have now lost 10 Tests out of their last 15 in Asia since 2008, winning just one against Sri Lanka and drawing the remaining four.
Clarke said he had hoped lessons would have been learnt after their 4-0 rout in India early last year.
"We have got to talk about what's just happened," said Clarke after the defeat in Abu Dhabi.
"We were hopeful that we learnt some lessons from out trip to India but it doesn't look that way. Your goal has to be to try and become better."
Australia, chasing a tall 603-run target, were bowled out for 246 soon after lunch on the fifth and final day.
Left-arm spinner Zulfiqar Babar took 5-120 while leg-spinner finished with 3-44.
Babar finished with 14, Shah took 12 while Mohammad Hafeez got four which meant spinners accumulated 30 of the 40 wickets to fall.
Clarke admitted his players need a big improvement against spinners. "We need to try and look to improve the next time we play in the subcontinent. There's no doubt the players will be happy to go home and play in conditions we are accustomed to," said Clarke, whose team now plays South Africa and India next at home.
Clarke said he was angry with himself for not scoring runs. "I am probably most angry with myself," said Clarke who managed just 57 in four innings with a best of 47.
"I am most disappointed with my personal performance to be honest. I have always prided myself on leading by example and in the series that we have lost since I have been captain I have been able at least to stand up and lead from the front where in this series I haven't done that.
"I don't have any excuse or reason for it. I feel like I have been working as hard as I can be on my game.
"That's what burns me at the most at this time. There's no doubt I am disappointed we lost the series 2-0 but when you are captain you take things personally and when you don't perform that makes it even harder."