Atsu has joined Newcastle until the end of the season from Chelsea, but his chances in the first-team have been infrequent so far with only two starts.
The Ghanian winger has generally been used as an impact substitute, but he was handed a start in the EFL Cup against Preston North End recently.
Newcastle ran out 6-0 winners in the contest, but Atsu was not happy with his own performance, as he hit the woodwork twice.
“I want to score goals,” he said. “I want to help the team in any way. I just want to be a better player in each and every aspect.
“I can’t continue missing chances like that. I need to work harder. I was very frustrated I didn’t score, but I was very happy we won. I want to add more goals to my game. I want to improve in every area.”
Atsu has one goal to his name at Newcastle so far, after he netted against Rotherham United in the league.
The 24-year-old has still made more of an impact at Newcastle than any other club he has been on loan at in English football.