Joshua is coming off two straight defeats against two-weight world champion Oleksandr Usyk.
The Brit opted to change his trainer in the build-up to his rematch with Usyk. He left Robert McCracken to work with respected American trainer Robert Garcia.
The Olympic gold medallist put in an improved performance the second time around but he was not as aggressive as he should have been in the points defeat.
Joshua is currently visiting gyms in America as he looks to secure himself another new trainer ahead of his comeback fight.
McGuigan has defended Garcia but warned Joshua that he needs to "stop questioning himself".
"The fact is he's been around a few different trainers and that automatically makes you think he is blaming the trainer for not performing. The bottom line is it is with you," McGuigan told Boxing King Media.
"You are responsible for your performance. Robert Garcia has an unblemished record, he's incredible, he has produced many world champions and is a great coach.
"But if you're not listening to him, you're not taking on board what he is saying then it is hard to implement his tactics.
"I think Joshua is going through a crisis, he needs to stop questioning himself. He's got to knuckle down and get on with it. And whomever he goes with he has to concentrate on fighting aggressively whether he fights Usyk again or fights Tyson Fury.
"He has got to be better at coming forward and he's got to be more confident to stand in punching range and move his head and not always bounce back out again but that takes time to learn.
"But really, it's a waste of time talking about it. He needs to settle down with someone and get on with it."
Joshua is set to be back in the ring in March or April and it has been confirmed that his next bout will take place at The O2 Arena in London. This venue has a capacity of around 18,000.