The Toffees are just now seven points from the drop zone thanks for their terrible away form and underperforming stars.
They will attempt to win only their second away game this Saturday when they travel to Turf Moor to take on Burnley.
"Our away form needs to improve," said Pickford.
"We're Everton – we are not down the bottom of the league, we should be up there and that's the type of game we need to be getting results from.
"But we know our home form is really good, and that we need to improve our record away. That's where you really shoot right up the table. That's where we want to be as a team and as a group of lads.
"We can only get better. We are Everton; we need to go and make the fans proud."