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."