The Warriors – who made the NBA Finals for a fifth straight year last season – fell to 0-2 following Sunday's comprehensive 120-92 defeat at the rebuilding Oklahoma City Thunder.
Playing without injured star Klay Thompson and Kevin Durant, who departed for the Brooklyn Nets, Golden State were no match for Oklahoma City as the Thunder (1-2) raced out to a stunning 70-37 half-time lead.
Stephen Curry led the woeful Warriors with 23 points after his team-mates made just 23 of 74 shots, while offseason recruit D'Angelo Russell was ejected in the third quarter for arguing with an official.
All-Star Gren told reporters: "I would like to see us play harder. But the reality is, we f****** suck right now.
"[It] sucks. But I guess just about everybody except Tim Duncan has been through it. But it sucks pretty bad.
"I didn't have this feeling that it would be like this. I kinda figured like, it won't be the same, but I didn't think we'd be getting our a** kicked like this. It's pretty bad."
It has been an embarrassing start to the season for the reigning Western Conference champions after forgettable defeats to the Los Angeles Clippers and Thunder.
However, Warriors head coach Steve Kerr still managed to crack a joke about his team's performance in Oklahoma City.
"I'm looking forward to the Modelo [beer] that's waiting in my locker," Kerr said.