Palermo president Maurizio Zamparini has assured fans they'll stay up.
Bortolo Mutti has managed one point from his two games in charge.
This prompted supporters at the Stadio Barbera to chant 'We're heading for Serie B' during their 3-1 home defeat to Napoli.
"You have to relax and always support the team without shouting 'Serie B.' Palermo will not go into Serie B while I'm here," said Zamparini.
"This is the start of a new era, so we need to have some patience. We'll have a good campaign, even if probably not one that will result in qualifying for Europe, but next season we'll be a much stronger side with superior ambitions.
"We have to try to cover up our weaknesses with hard work and desire. Unfortunately, there is no other recipe for success."