A scrappy match – hampered by heavy rain in Sydney – saw few clear-cut chances for either side until Igor Sergeev earned Uzbekistan a 1-0 win with a 62nd-minute header.
Jo admitted North Korea's performance had not been up to the standard he expects and demanded more in their upcoming clashes with Saudi Arabia and China.
"We really wanted to win the match," he said. "However, our team did not show their full ability.
"Had we played better it may have been a different result.
"Before the match we planned to concentrate on defending and playing on the counter. In the middle of the match when they scored, I still wanted to stick to that plan but unfortunately that did not work.
"In the next games we need to make better chances."
Next up for North Korea is a clash with Saudi Arabia in Melbourne on Wednesday.
‘There was great chemistry from the start. I’d jump up with a smile on my face, as I knew that if I won the jump and touched the ball, he’d find it for a finish’: How Kevin Keegan proved the perfect strike partner at Liverpool
‘I only played with Gazza for a year, but could still write a book about it! People remember him for his behaviour, which is a shame because he was incredible’ Paul Gascoigne's former team-mate reveals what playing alongside the Englishman was really like
