City and Morecambe have let in more goals than any other team in the division, with the Yorkshire club conceding 11 times in just four games.
The Bantams conceded four at Cheltenham last weekend, but still won 5-4, and five at Notts County on the opening day of the season and Jacobs warned they must keep the back door shut.
He told the Telegraph & Argus: "To register our first win was all important and especially down at Cheltenham.
"To have four scored against us, whether that's home or away, is disappointing.
"There's lots of aspects to work on and we've been doing that this week, working on things ready for Torquay (on Saturday)."