Rovers slumped out of both the FA Cup and Leasing.com Trophy in just four days with poor performances and 3-0 defeats to Gillingham and Leicester City U21s.
It means Darren Moore’s side have won just one of their last six matches in all competitions.
Midfielder Sheaf says the panic button will not be pressed over the recent poor performances, nor will players be apportioning blame to team mates as they look for solutions to problems.
Instead, the Arsenal loanee says each player is assessing their own shortcomings as they look to provide a collective answer.
“It’s completely out of character for us and it’s hard to put your finger on it,” Sheaf said.
“But we can't start pointing fingers at each other or anyone else.
“We’ve got to look at ourselves and see what we can do better individually before looking at anyone else.
“It’s disappointing but you have to go through tough periods sometimes and I’m sure if we can come out the other side better then it will have been good for us.”
There was a collective determination among the Rovers camp to deliver a strong response from the Gillingham defeat in Wednesday night’s Leasing.com Trophy clash with Leicester.
And while that reaction failed to materialise on Wednesday, Sheaf believes there will be a fresh resolve when Rovers host MK Dons on Saturday.
“It wasn’t a great result or performance again on Wednesday,” the 21-year-old said. “We were expecting a real response.
“Credit to Leicester, they were very good but we weren’t at the races.
“But, as I say, we need to look at ourselves rather than pointing fingers.
“It was a bit flat but the good thing is we’ve got so many games coming up where we can put it right.
“We've got another game coming up on Saturday so it’s a great opportunity for us to put it right.”