Ashley Williams admits Everton's players have been feeling responsible for and hurt by Ronald Koeman's sacking.
Koeman lost his job as Toffees boss last week, with the club 18th in the Premier League and bottom of their Europa League group.
When asked on Wednesday about how the mood had been in the camp with regard to the poor form and Koeman's exit, Everton defender Williams said: "I think it hurts, definitely.
"He was someone we all liked and you feel responsible when you are a player.
"It's disappointing for everyone, not just the manager. As players, it's our profession. For the fans and for everyone that works for the club, it's not good when you are not winning games and everyone feels it.
"It's always disappointing when a manager loses his job, when it is your manager, and you do take responsibility for that.
"It does hurt, and when you're in the training ground at times like that it's not always a nice place to be, when confidence is low."
Under-23s boss David Unsworth has stepped in as caretaker manager and Thursday's Europa League match at Lyon will be the third game of his temporary stint.
The first two have both been losses, 2-1 at Chelsea in the Carabao Cup and 2-0 at Leicester in the league, but Williams believes there has been encouraging signs.
The 33-year-old - set to captain the team on Thursday - said: "With so many games coming up, you have to kind of get over whatever it is very quickly.
"We're supporting Unsy, I've enjoyed working with him so far and I wish we could've got the results in the last two games that I feel we maybe deserved.
"We have another game tomorrow and then another quickly after that (Sunday's home Premier League clash with Watford).
"Hopefully we can put things right. I think performances have been a little better in the last two. Maybe we can up that a bit more and then hopefully get the results as well."
Everton, with one point from three games in Group E, face a Lyon side who beat them 2-1 at Goodison Park a fortnight ago.
Williams scored in that game, shortly after being booked following his shove on Lyon goalkeeper Anthony Lopes that sparked a melee.
The scuffle moved to the advertising hoardings at the Howard Kendall Gwladys Street End, with a host of players involved, and one fan appearing to try to strike Lopes.
Asked what reaction he expected on Thursday given that incident, Williams said: "I don't know and I don't mind. It's fine. It's football.
"It was a lot of nothing in the last game. I think emotions were running high. That's fine, it happens sometimes. You just get on with it.
"Whatever the reaction, I'll just try to do my job the best I can and try to win the game. I've been in football long enough to not let something like that affect me."