The Bees were worthy winners in Saturday's early kickoff, though skipper Bruno Fernandes failed from the penalty spot with the chance to level the score at 2-2 after halftime.
Cunha was asked if the players had belief in the manager and his playing system.
"It's full belief. Full belief. 100 per cent," he replied.
"I don't the United problem is always the manager. We need to have the character to take responsibility and change the situation. It is us (the players) who play the game and it's us who can change things.
"We know what we need to do. I hope we can do much better in the coming games."
The Brazilian added, "It's so hard now to give a reason to the fans. But inside us, we need to show the character to change things."
