The Minstermen are without a win since October 23 and suffered a second league defeat in three at home to Torquay on Saturday, but Mills is still backing them to turn it around.
"We've had some good times over the last 12 months and now we are going through a bad time. It's how you come through that bad time. We'll come through it together. Nobody likes losing, we certainly don't," he said.
"We are not winning at the moment - that's seven now - and that's not good enough if you want to be successful. We might be finding our feet in this League, but we need to start winning now.
"There are no fingers pointed. I am as much to blame as anybody else. It's the players, me, and everyone else in that dressing room and we will pull together and put it right.
"It has got to be better. I understand that. We understand that in the dressing room and we prepare for the next one."