Birmingham lifted the Carling Cup at Wembley two years ago before suffering relegation from the Barclays Premier League in the same season, with last term a campaign of hope buoyed by a memorable Europa League run before bowing out in the play-off semi-finals to Blackpool.
This season, however, has been a very different story as Blues struggle at the wrong end of the npower Championship table - with just one win in their last 10 games - while talk continues to be dominated by a worrying financial decline.
But Caldwell insists the players are working hard to try and turn results around on the pitch.
He told City's official website: "I hope the fans realise the commitment we're trying to show and the effort we're giving. The levels of performance haven't been where they were last season. I know it's been frustrating for them to watch, it has been frustrating for us playing in the games too.
"Sometimes when they give us that bit of extra help, it does push us on. So I hope they appreciate how important they are to us, they stick with us and we can give something back."
The defender added: "We have got some great players at this football club and for some reason it's not quite happening. It's up to us to work hard and get that win. I do feel we do have a good run in us. Again, we need to stop talking about and instead get on and do it.
"We're desperately trying to do well for Birmingham City Football Club. It's as simple as that."
Meanwhile, promising Birmingham midfielder Callum Reilly has received his first call-up to the Republic of Ireland's Under-21 squad for their clash against Holland in Dublin next month.