Melchiot, a former Chelsea star, admitted: "It's a disappointment because if you keep losing you can't get your momentum going.
"But the spirit is good. That's been the secret of this club. All we can do is stick together and try to push ourselves out of it.
"If we had no morale, we wouldn't have been able to play like we did in the second half.
"We are big enough men to keep going and try to dig ourselves out of it.
"The manager said the same thing to us at half-time, that we had to stick together.
"It's going to be tough but probably enjoyable as well."