The Boro slumped to a seventh straight away defeat, going down 3-1 at Tranmere on Sunday.
Zoumana Bakayogo's first-half double, along with a goal from Ben Gibson, put Tranmere in control despite Luke Freeman's exquisite free-kick.
And Roberts, who started at centre-back at Prenton Park, revealed that he was grateful to the squad after their response to him stepping into the breach.
He said: "It's not been the easiest of weeks; it's always a turbulent time.
"When Gary left there was big disappointment and it was up to me to pick the players up and try and get a positive reaction out of them and I cannot thank the lads enough, I'm proud of every one of them.
"They have come together and shown spirit and collective team togetherness which will serve us in good stead going forward.
"The role is something I try and take in my stride and something I try and do to the best of my ability.
"I'm obviously gutted we didn't take something from the game because I felt we were equipped and showed quite a few positive things in the game.
"If we had got that second goal we could have pushed on for the equaliser and I'm sure they would have got twitchy.
"We were unable to do that but we didn't stop playing, we kept on moving forwards and that's exactly what I wanted from the lads."