Simpson made his first start for the Foxes in defeat at Aston Villa.
He insisted the squad back their manager "100 per cent".
"If it wasn't that you would see it from the outside," he said. "From the performances you could say 'They aren't behind him'.
"We are trying to do the right things and it has to turn. A couple of wins and everything changes.
"It's fine margins, that's what the manager has said. We know it's going to change. The next few weeks it'll be important."
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