Dalglish is coming under mounting pressure to arrest a decline that has left his side 16 points off the Champions League positions.
The Scot said: "I just think we have got to stick together.
"They (the players) will stick together because they want to get it right, and the best way to do it is to stick together and believe in what they are doing.
"It's not as if they don't work hard, it's not as if they don't have the determination and effort to put it right.
"It's up to us to harness the frustration and disappointment properly, work on it and take it as a positive because if they start to enjoy losing games, we'd have a problem."