The Saddlers welcome Tranmere Rovers to Bescot tomorrow looking to end a 10-game winless run in all competitions.
Flynn wants supporters and players alike to keep singing from the same hymn sheet as he said: "We've got to. If they thought we were going to be in the top five or top seven at this stage of the season with all the injuries we've had, it's not that simple.
"We are in a tough situation. I know that the majority of fans appreciate that and understand it.
"It's not something where I want to be on this run. It's not something the fans want to be on or the players want to be on."
Flynn added: "We're all in it together. It's been a difficult situation with everything we've had to go through, but we've stuck together.
"That gives me more things to be positive about than not be."