The Cottagers have managed four points from a possible nine since Italian Ranieri replaced Slavisa Jokanovic.
Fulham were held to a 1-1 draw by Leicester on Wednesday at Craven Cottage but enjoyed the majority of the chances, with 25 attempts on goal to the Foxes' 13.
Sessegnon felt Fulham were unlucky not to claim all three points on Wednesday and believes they need to improve in front of goal if they are to push up the table.
“I think we were the better team,” he told the club's official website. “We had more of the chances, and we should've taken them, really. We were solid defensively and looked a threat again going forward.
“You’ve seen in the last three games that Ranieri has been in charge that we’ve been very compact, very hard to beat and you could see Leicester were getting very frustrated.
“On the counter attack we looked dangerous, but we need to just put our chances away
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