"I don't think Bolton and credit go hand in hand," Megson told the Bolton Evening News.
"But our record since I came here is better than anybody else's down there in terms of how we've improved. But we are still down at the bottom and we've got to try and get out of it. So I don't think credit is something we are bothered about, we just have to make sure we survive."
Megson believes however that Wanderers can feed off the criticism, as they have in the past.
"When Big Sam was manager credit never seemed to go hand in hand with what he was doing here," he said.
"But that also galvanises the place as well.
"I think people have taken notice of what we've done but we can't be saying that our priority is the Premiership and then start moaning that we are not getting the credit for what we are doing in Europe."