The manager admits that Villa Park seems to be a difficult place for his players to play.
The Villans are winless since an opening day victory over Bournemouth, and currently find themselves in the bottom three following Saturday’s 2-1 loss to Swansea City at Villa Park.
They have already lost eight games this season, leaving many feeling that they are in for yet another relegation battle, despite being just 10 games into the 2015/16 campaign.
Sherwood, though, insists they will not be relegated, but admits they desperately need the confidence that a win can bring.
“We will stay in the Premier League,” he told avfc.co.uk.
“We need to improve obviously. We need the confidence that comes with a result. That can change anything. That game was a toss of the coin match. That's how close it was - and all of our games have been to be perfectly honest.”
If Aston Villa are to avoid another relegation battle this season, then improving their home form will be crucial.
In five games so far they have already lost four and drawn one at Villa Park, the worst home form in the division at this stage, while last season they only managed five wins from 19 in front of their own supporters.
And Sherwood admits that it seems like Villa Park is somewhere his players do not enjoy playing, saying it is up to them to show they have the determination to turn things around.
“It seems like it's a difficult place to play for the players. But I am not playing,” he added.
“It's up to them to go out there and be brave and show what they can do. I understand the anxiety because it's a big football club, but if you can't handle playing at a big football club you shouldn't be at one.”