The Saints dropped down to 17th place in the Premier League table following their disappointing 2-1 defeat against Crystal Palace on Tuesday night and Long has urged the angry club supporters to keep faith in the team.
Long said: "It's very frustrating, very disappointing. We knew it was a massive game, and going 1-0 up and playing some good football I thought we could have gone on and got two or three.
"Fair play to Palace, they held on in there and the longer the game went on the more they grew into it.
"We knew what they were about, we knew that the ball would come into the box and it was all about second runs off Benteke and they scored from it.
"It was a bit of a sucker punch for us, and when you're in the situation that we're in it's hard to get out of – you need that win, you need that bit of luck to go your way.
"We've got a good side, we've got good players and we just need to start believing. It's frustrating for us and for the fans, but we need them now more than ever."