Having gone 11 games without a win and dropped to 20th in League One, the Dubliner insists his teammates are fully aware of the gravity of the situation they now find themselves in.
And he says the players must take responsibility for getting out of it.
“If you’re on a bad run like this, people start questioning players and questioning players’ ability,” said Keegan.
“They start to question us as a team.
“I don’t want to walk down the street and have someone have a go at me, and say I’m not doing enough.
“I want to be able to look them in the eye and say I’ve done everything to get us safe.
“All the players have got to stand up and take responsibility.
“Our luck will change. If we just keep working hard, and we’re doing so much on the training ground to get us right for a matchday, it will turn. It has to turn.
“Momentum when you’re winning and momentum when you’re losing is a hard thing to break,” he added.
“We’re trying everything. We’re working together, everyone at the club, to try and turn this around.
“The manager and Strachs [Gavin Strachan] are giving us all the information and the tools that we need to go and win a game so it’s up to us.
“We’re the players that go out onto the pitch and we’re accountable so we take responsibility for it.
“We have to start putting it right or else it’s going to be a really bad season.
“We will break it and it has to start on Saturday at Bradford.
“The games are ticking by and we’ve got to start winning games.”