Memphis Depay insists Holland have to "keep the faith" despite a turbulent week finishing with a 2-1 friendly defeat against Italy.
The Dutch are in danger of failing to qualify for a second successive major tournament after a 2-0 defeat in Bulgaria on Saturday left them off the pace in World Cup qualifying Group A.
That result cost Danny Blind his job, with his a ssistant and former Holland Under-21 coach Fred Grim taking charge at the Amsterdam ArenA.
Everton's Ronald Koeman is one of several names to be linked with the vacancy, while former boss Louis van Gaal was spotted in the stands.
He saw the Oranje make a flying start when through a deflection off Italy defender Alessio Romagnoli, but the Azzurri quickly equalised through Inter Milan forward Eder and went into the break ahead through Leonardo Bonucci.
"Ultimately we have lost," Depay, who joined Lyon form Manchester United in January, said in quotes reported by telesport.nl.
"We have fought for every meter. The game was better than against Bulgaria but it is a very bad week.
"There was a lot going on. The resignation of Danny Blind and fierce criticism we've received.
"We need to regroup - even in difficult times we must remain close together. Let's stay positive and try to keep the faith."
Roma midfielder Kevin Strootman captained the Dutch side, with Bayern Munich's Arjen Robben watching from the stands.
After the game, winger Robben said he would like to be involved in choosing Blind's successor - although came up short of endorsing Van Gaal for a third spell at the helm.
"It was not fun. It's been an intense few days," he said.
"I have been in touch with him (Blind) and thanked him. I have sent a personal message to him.
"We like to be involved in that process. Wesley Sneijder and I are 14 years with the Dutch team. We have seen many coaches and players groups.
"We have, I think, a good idea of who will fit in this group. I'm captain and the first point of contact. "
Asked specifically about Van Gaal, he added: "It makes no sense now to talk about names. This is too early.
"We are finalizing. I'm happy when I get back in Munich. Not to run away, but this was incredibly worthless. This should we process first, before we can look to the future."
Italy manager Gian Piero Ventura was pleased with the effort his players put in.
"There were two things to play for," said Ventura. "It mattered for the impression of ourselves that we're creating and the mentality that we're looking to build.
"Away from the result, it was important to fight and suffer when that was necessary.
"This is what we were playing for and we did it. Italy are famous for being bland and not showing heart in friendlies but today we showed heart and soul.
"We only had two days to prepare and the boys were fantastic. In June, we'll have 10 days to work which is a real benefit for me and we'll have the chance to work on the details and improve."