Chelsea finished the campaign with the Champions League and FA Cup trophies.
"Chelsea are a winning club. It was almost a disaster last season - and then we won the Champions League and it became the best season in our history.
"We are in that critical time now, not just for the manager but us as players - and we need to perform individually and as a team and try to make it successful.
"We're fighting to be third and are still in the Europa League. We've had years when we have won nothing. You can't always have it your own way."