Heinze was speaking following his side's 1-0 defeat at Real Valladolid, a match which saw the Argentinian sent-off late on and heaped further pressure on Madrid coach Bernd Schuster.

That was the champions' fourth defeat in their last eight games, but the former Manchester United defender insists the mentality and work ethic in the squad is fine.

"(The problem) is not attitude, because we've worked hard," said Heinze, who became the third Madrid player to see red in the league this season.

"We played a serious match. That we didn't want the ball simply isn't true. Football is played with a ball and we wanted it. That's why we had our opportunities.

"It's a bad run, but there is a lot of quality here. We need to be united.

"Those of us who are here are going to give everything we have to get us moving forward."

Heinze also insisted the team were with coach Schuster, who Spanish media reports in the build up to the Valladolid game suggested would be sacked if Madrid lost at the Estadio Jose Zorrilla.

"It's a lie that we are not with the coach, we are with him. We all have the desire to move forward," he said.

"You have every right to criticise, I respect that. Now we know that we are alone and for this we have to be united and support ourselves."

Madrid captain Raul, who was denied a late equaliser by Valladolid goalkeeper Sergio Asenjo after intercepting a poor back-pass, also believes the best way for his side to escape from their rut is to stick together.

"We need to have faith in everyone who is working hard, in the coaching staff and the players," he said on his club's website.

"The situation is neither good or pleasant but we cannot give up and we need to continue working.

"We need to find an answer in the upcoming games. The team knew what was at stake, but things didn't turn out as we had hoped."