England's disastrous tour Down Under continued as they lost their third consecutive ODI after being whitewashed 5-0 in the Ashes series.
"I think English cricket needs a little bit of a change," said Cook, who leads England in tests and the 50-over format.
"We'll talk over a lot of things. I think there will be some changes. We have kept losing games of cricket and I haven't been able to turn it around."
After losing the last ODI against Australia at home, England have lost nine consecutive matches under Cook, including the Ashes tests.
"I think I'm going to have to make a decision on that after you take stock of the next two games," Cook said of his captaincy. "There's two matches left and we have to try to win a game.
"They've won a lot of cricket against us over the past two months and it's difficult to stop that."
Following the Ashes thrashing, coach Andy Flower and Cook were given the backing by the England and Wales Cricket Board to lead the team's rebuilding process.
Fast bowler Stuart Broad is the captain of England's Twenty20 team.
