With just nine games remaining, most Baggies fans are resigned to their team being in the Championship next year with Sam Allardyce's side currently 10 points from safety.
Ajayi is now on international duty with Nigeria and is hoping to feature in their African Cup of Nations qualifier against Lesotho tomorrow.
But when asked about Albion and their survival hopes, the defender insisted the players still believe they can pull off the greatest of escapes.
"It's not easy – we are desperate right now and we need points as soon as possible," the 27-year-old said.
"I'd say everyone's written us off but we definitely haven't really written ourselves off.
"We are still fighting, we still haven't given up.
"We still have belief, we still have hope and it's just about taking one game at a time, giving our maximum and seeing where that takes us.
"Hopefully, that will keep us in the Premier League but we definitely haven't given up."
Ajayi has had to make do with a place on Albion's bench in recent weeks with Dara O'Shea having got the nod to partner Kyle Bartley at the heart of the defence.
O'Shea has also forced his way into the Republic of Ireland team at the expense of Celtic's Shane Duffy – a player who was linked with the Baggies last summer.
The Dublin-born defender won his sixth international cap against Luxembourg yesterday.
And he revealed the experienced Duffy has been a mentor to him during the current international break.
"Shane Duffy has been great with me all week," O'Shea revealed.
"He has been giving me little tips and advice, and when somebody with that much experience and quality speaks, you listen.
"For him to be so understanding and so supportive was great for me, and it gave me a boost in confidence.
"It was more tactical stuff and being a leader in the back three, you've got to command it, you're the middle presence there so you've got to make it felt throughout the team."