Barnsley plunged closer to the bottom three after failing to win for the fifth league match running and the Oakwell boo-boys vented all their frustration on the Tykes manager.
Davey said: "It must be the lowest point, yes. It's not nice to hear, but the fans are justifiably frustrated.
"I will take the brunt of their anger, better me than the players getting the abuse. But ultimately we must all stick together.
"Privately we think we know what we need to get from our remaining four games and we need as many fans behind us as possible if we're going to stay in the Championship.
"We need to try and win every game, it's as simple as that."