Joey King made 8 of 11 shots and scored 19 points as Minnesota got past Furman 86-76 on Monday.
"It's kind of an epidemic right now in college basketball," Pitino said. "We now understand, because we were blowing everybody out, we were kind of like `We're exempt from this, we can't lose to anybody.' But it could happen."
Purdue lost at home to Gardner-Webb on Monday night and Pitino said he saw during halftime that the Boilermakers were down. However, he said he didn't need to tell his players because he had been hammering that message all week.
Deandre Mathieu scored 16 points, with seven assists and five steals for Minnesota. Nate Mason added 14 points, including four 3-pointers in the second half.
Mason's final bucket put the Gophers up 79-74 with 1:51 left.
"It's happening everywhere," Pitino said. "And it's happening in the Big Ten. They were aware of that. You have to give Furman credit. It's not like we weren't hitting shots."
Mason, the reigning Big Ten freshman of the week, played just 22 minutes, but came one bucket away from setting his career-high in points.
His barrage of 3-pointers, combined with Mathieu's quick slashes to the basket allowed the Gophers to outpace a Paladins team that made 63 percent of their shots in the second half.
Stephen Croone hit five 3-pointers and scored 25 points for Furman (2-8). Kendrec Ferrara scored a season-high 18 points off the bench. Ferrara rattled in four consecutive buckets before Geoff Beans' 3-pointer gave the Furman its first lead at 61-60 with 8 minutes left.
"Getting a good punch from Furman was a good test for our character," King said. "They hit some big-time shots. It was good we kept our composure and took it in the end."