Wolverhampton Wanderers were beaten 1-0 by Bristol City in midweek.
The result was made all the more aggravating as Wolves had beaten Birmingham City at the weekend, and Coady says all of the players felt that they should have used that win to kick-start their season.
“It is the worst thing in the world for a footballer to have such a poor night after a good win,” he said.
“We were all buzzing and raring to go in the changing room and saying how much of a springboard Saturday’s win should have been for us.
“It wasn’t a good night for us but we need to get our heads up and right for Saturday because it is a massive game for us now.
“We all want what is best for the club and the team.
“We really need to solve the problem quickly but I still don’t think we are far away.”
Wolves are yet to show their best form during the campaign to date, and they have fallen short of the expectations many set for them before the season started.
Many felt that the Midlands side would be one of the favourites to get promoted from the Championship this term, but they are already playing catch-up.
Wolves are currently in 14th place in the Championship table, and they are seven points adrift of the play-off spots.
It means that there is pressure on them to start hitting form soon, with Kenny Jackett’s side’s next match coming against Burnley on Saturday.