Ahead of today's clash with Middlesbrough, Megson said: "You can often go to a club that's struggling and see exactly why, because players aren't too bothered. But I know that's not the case at our place.
"We've got a lot of leaders out on the pitch and in the dressing room who are embarrassed but determined to get us out of the position we are in.
Despite still looking for that first win he has been encouraged by way the team have performed.
He said: "I would like to think all the performances we've had since I came here have been a springboard.
"We played ever so well against Villa, I thought we were good for most of the game against City and when we went to West Ham, aside form the first 20 minutes, I thought we were the better side.
"But, at the moment, we're not winning games when we are on top.
"That will take a little bit of time because it's a confidence issue, but I do feel we are improving in a lot of respects.
"In terms of character and attitude, workrate and all those things, they have been absolutely tip-top. They couldn't be better."