Roberto Soldado has admitted that it is the players who are to blame for the club's poor form, not former boss Mauricio Pellegrino.
The 41-year-old was sacked yesterday evening after their 5-2 loss to Real Sociedad left them languishing in 12th place in La Liga.
But the Spain international has claimed that the team should shoulder the responsibility.
“The Coach has proven himself day-to-day in training,” he told AS. “But often what worked during the week didn’t work in the games.
“But I include myself in that, I am a part of this team. When things go wrong, we look to the sidelines and not to ourselves.
“Now we have to think about what we can do to improve the situation. It is the players who feel the greatest responsibility for the current situation.
“There is no doubt that there is more we can do to change things. After what happened yesterday, I want to apologise to all the fans.
“I do not want to be the one to assess whether it is fair or not [that the manager was sacked]. The decision has been made.
“There has been a change and we need to get to work. We are a small team, but we need to show heart and character on the field.”