After suffering relegation from the Premier League on the final day of last season, the Blades were expected to challenge for an immediate return to English football's top-flight, but have endured a mediocre campaign to date.
He told the Sheffield Star: "The board are really supportive and that's always good to have as a manager. I'm sure things will get better. I don't feel under pressure.
"We've got to show passion but in the right way. Ultimately that's got to come from the players themselves."