Before Saturday's defeat at home to Crystal Palace, thousands of West Ham fans staged a protest march against the board and their management of the club.
However, after the Palace loss, Sullivan's fiancée Ampika Pickston took to social media to defend the Hammers chief.
Pickston posted: "He works his a** off and gives a s*** about the club. Spent a fortune on players and managers. There is no exact science to guarantee results.
"When David Sullivan and David Gold left Birmingham, the fans were thrilled; within 18 months, the new Chinese owners ruined the club. Be careful of what you wish for.
"He gives a f***, until you have walked in someone else's shoes no one can a true comprehension of all sides and dynamics. He is just as devastated as you. Believe me."