Captain Lee McCulloch has described defeat by Stirling Albion as the most disappointing result of his Rangers career.
The 1-0 defeat by the Third Division's basement side leaves Ally McCoist's side still looking for their first away win of the season.
McCulloch, 34, told the club website: "The heads are away down and it's not a nice dressing room we've got just now.
"We need to roll our sleeves up and stay positive."
Rangers, currently third in the Third Division, one point behind leaders Queen's Park, have failed to win any of four away league games.
The defeat by Stirling follows draws with Peterhead, Berwick and Annan, with McCoist's side struggling to a 1-0 Scottish Cup victory at Forres Mechanics.
Rangers have encountered no difficulties with their home league form, recording three wins and scoring 14 goals in the process.
Midfielder McCulloch admitted that their away form was a cause for concern.
"While the press are telling us differently, it is still early days in the season and we have only played a few games so we aren't panicking," he said.
"We can turn this around. There are a helluva lot of points left to play for and a lot of games left and the old saying is that it's a marathon, not a sprint.
"I wish there was a game tomorrow for us to put things right in and it's a long time now to our next match."
McCulloch empathised with the supporters' frustrations but urged patience until the players arrest their poor away form.
"We need to remember there are a lot of youngsters in the squad who don't have a lot of experience but have been doing really well," said the Ibrox skipper.
"This is a reality check and we know we owe the fans after this. We've given them a few ups like the win over Motherwell but this is a big downer.
"If the fans can keep a happy medium like the players are trying to do, we will deliver for them.
"We've all got to keep encouraging these boys and not let the lads at 17, 18 and 19 go back in their shells again.
"It's important for me, the other experienced players in the group and the fans to get behind them and help them."
Rangers' next league game is at home to league leaders Queen's Park on 20 October.