The Millers, who entertain Bradford in the FA Cup on Saturday, have not won any of their last five League One outings after an eight-game unbeaten start to the season.
They were held to a 2-2 draw last weekend by an injury-time leveller from Colchester - a result that left Evans feeling "as low as I ever have felt".
But despite their poor results, the Millers have still being playing well, with missed chances a real hindrance to their success, and that is what Evans is clinging to.
"There's no manager or supporter in League One who has watched Rotherham and said we haven't played well and dominated games," he said.
"We haven't had our rewards but what do you do? I have taken counsel from a number of managers in the last week and there is a lot of plusses.
"We are dominating games and making chances and ticking a lot of boxes. But playing with a lack of confidence, not creating chances and not playing well means the sack. We are the opposite to that so it's not the time to get worried yet."
Evans, who earned a third successive promotion when guiding the Millers into League One last season, has cited inconsistent team selection as one of his problems.
"We have not been fortunate enough to be able to pick key players at times," he added. "We have not been able to get a consistency in team selection because of internationals, suspensions and injuries.
"But we'll move on and keep going and things will change. You get on the training ground and on the pitch and force things to change, that's the only way to do it."