Fellaini says he and his team-mates must now respond in a positive manner, starting in the EFL Cup against Northampton on Wednesday.
"We can say it's a little crisis because a club like Manchester United cannot lose three games," he told SFR Sport. "Yes it's low, but we are men and we must stand up together and show ourselves.
"To lose was a tough moment, but we must be ready to go again on Wednesday. We need to focus. At the moment heads are down but, as I said, we must stand together and fight and show that we are confident.
"At half-time, the manager told us to come out and play with confidence and we did that by grabbing the goal. We played with tempo and we need to start doing that from the first minute."