McCullum urges England to 'stay true' to methods at World Cup
The loss to Afghanistan was England's second loss of the tournament after they were beaten by nine wickets in their opening game against New Zealand earlier this month.
"They will get there. It is still early days and this tournament is a slow burn, so there is plenty of time and matches for them to catch up," McCullum told the Mirror in an interview published on Wednesday.
"It is a World Cup, so there is going to be the odd upset and that is what you want in a tournament like this."
England, holders of both the 50-overs title and the Twenty20 World Cup, are fifth in the standings with one win from three games.
"Of course, the boys would have liked to be three and 0, but sport doesn't work like that and sometimes you have to cope with challenges and then show how good you are," McCullum said.
"One thing is for sure, there are good reasons why England have won two World Cups recently. It is the quality of the players and the manner with which they play the game that makes them a world-class side.
"They just need to stay true to their method and their style which has brought them so much success and not get shaken by the odd bad day at the office."