Heerenveen went in front after eight minutes when Marten De Roon struck from close range following good work on the left flank by Yassine El Ghanassy.
El Ghanassy made it 2-0 seven minutes before the interval when he converted the rebound after keeper Boy Waterman had denied Filip Djuricic.
PSV were much better in the second half and Ola Toivonen halved the deficit when he deflected in a long-range drive from Kevin Strootman in the 74th minute.
"Heerenveen were very good in the first half and put us under pressure," Advocaat told reporters.
"But it is unbelievable to see how we gave away those goals today. It's not the first time that's happened."
PSV have 53 points from 26 matches, two ahead of Ajax Amsterdam who host PEC Zwolle on Sunday.
Feyenoord, who visit Roda JC Kerkrade on Sunday, are third on 50 points.
ADO Den Haag occupy seventh position with 36 points after a 1-1 draw at AZ Alkmaar who are one point above the relegation zone.
Mike van Duinen put ADO ahead after 10 minutes but Viktor Elm replied 15 minutes later.
Bottom club Willem II Tilburg recorded only their third league win of the season, defeating second from bottom VVV Venlo 1-0 thanks to an 89th-minute goal from Danny Guyt.
- Sports & Recreation
- Ola Toivonen