Saturday's 2-1 defeat by Arsenal made it six league games without a win for Alex McLeish's side and left them one point off the bottom three.
Blues were in a similar situation at this stage last season before going on a 12-match unbeaten run that propelled them into the top half of the table.
Dann told the Birmingham Mail: "It's never nice to be that far down the table. We know what we're capable of and I'm sure the next few games - starting this week (against Blackpool) - we will begin to move up the table and pick up points.
"I think we have been a bit unfortunate at times but we've not played as well as we would have liked either. So it's just about getting that right. We have all got to stick together."
Source: PA
Source: PA