The Saddlers are now 11 games without a victory across all competitions having conceded in the 95th minute to lose 1-0 to Tranmere Rovers on Saturday.
Flynn says owners Trivela – headed up by Ben Boycott – and co-chairman Leigh Pomlett share his long-term approach, although he realises the winless run cannot go on forever.
"Trivela have said the same, Leigh has said the same. It was a big pull for me to come here," said Flynn.
"But that being said, I'm not stupid, naive and definitely not arrogant.
"I understand we have to give them – the supporters and the board – something to see.
"They have seen that so far in performances, but it's only so long you can say 'we played alright today'.
"Tranmere weren't the better team than us, but we've lost.
"So, I don't mind going to Stockport and being absolutely useless and winning 1-0. I'll take that now."
Walsall started the season brightly but have now picked up just two points from their last seven League Two outings.
"Ben, Leigh, Matt Jordan, they've been excellent," added Flynn.
"We've got a very good understanding with each other.
"I know what they expect, they know what they're getting from myself. They're very supportive. We're in it together.
"We're all singing off the same hymn sheet. I just need the players to step up now and give more actions instead of words.
"They're hurting, but we need to be better and more switched on in both boxes and we'll be a very good team.
"Until that sinks in and happens, it's going to be a bumpy ride."