A 3-0 loss has left Koeman teetering on the brink at Barcelona, yet the Dutch coach has made clear that he feels supported by his players.
"I feel supported by my players and their attitude," Koeman declared in his post-match press conference.
"I can only comment on my work with the team.
"I don't know about the rest, I don't know about the club."
Despite the heavy defeat, Koeman looked to take some positives out of the evening, suggesting that his team played well until the second Benfica goal.
"The final result is hard to accept, it's not the result we saw on the pitch," he confirmed.
"I think the team played well until 2-0, we had very clear opportunities to score.
"That's how you change the game; if they score one of their few chances and get three goals, then there is a big difference."
Koeman added: "For any coach it is always difficult. Being at Barcelona, if you don't win two Champions League games, it's a delicate situation. I completely understand.
"It's trying to change things and you have to give the team time. There are footballing things where we are inferior, physically and in terms of speed.
"Where we have to win is with the players we have, with our style, our way, possession and chances created.
"We have done that here, but if you don't score then you don't win. Winning gives you peace of mind, but I accept that when you lose the future of the coach is in question. That's the world we live in."
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