To make it worse Thompson wasted City's best chance against West Bromwich Albion on Tuesday night when he blazed over from 7 yards out.
"I have not scored the goals and, again that's the monkey on my back," Thompson told the Echo.
"Quite often in matches I felt I did okay, but without the goal I needed. That's something which will be on my tombstone at Cardiff City!
"I had a wee bit of a window over the last three Championship matches with Jimmy out, but I suppose I put too much pressure on myself.
"I felt I had to score three hat-tricks and do something incredible.
"The reality was that I didn't do myself justice. Players are at their best when they're relaxed, but I put myself under pressure.
"I'm frustrated with myself a wee bit. I started against Hull City, Southampton and Bristol City and we won all three.
"However, I didn't score.
"We drew against West Bromwich Albion this week and I had a good chance to score early on. I took my touch, but then, stupidly, checked my movement because I thought I was offside. Everybody seemed to stop and it went through my head that the linesman was flagging.
"At that point I had lost a bit of momentum. I saw the 'keeper coming and felt I had to lift it over him. Then it went over the bar.
"It was my fault, but that, again, didn't help me. After that I didn't have the best of games and then I suffered a dead leg which meant I had to go off at half-time.
"That's behind me now, though, and I will learn the lessons and be positive about the rest of the season."
Hasselbaink is certain to start at embley alongside Paul Parry if he's passed fit.
"My Cardiff career so far has been ups and downs, highs and lows. I was sent off at Bristol City and that was a defining moment for me.
"I have never quite managed to get back into the form I was in. Had I not been sent off, who knows? This might have been a really good season for me.
"But I am far from down and I go into the FA Cup semi-final feeling positive. There is still such a lot to play for this season and I have a part to play.
"If I don't start against Barnsley I will be ready if I am called."