The 38-year-old is yet to taste victory four games into his temporary reign at St James' Park and knows that situation must change rapidly if he is to pull off the great escape he was recruited to lead.
Monday night's 0-0 home draw with Portsmouth in a game he had admitted was a must-win affair came as a major disappointment and left the club still three points adrift of safety with only 12 more at stake.
But Shearer said: "If you ever listened to me talk beforehand, I had huge respect for the managers anyway, so that would never change.
"Is it everything I thought it would be? Yes. Is it difficult? Yes. But it's probably no more difficult than I thought it would be. I was coming into it with my eyes open. But I am enjoying it - despite not winning."