The 39-year-old, in his first senior job in management, is struggling to keep Rovers’ head above water as they slide closer to relegation to League Two.
McSheffrey has won just five of his 22 games in charge and Rovers are the lowest scorers in League One with 28 goals from 41 games.
At a crucial time in the season, when survival was still possible, they have failed to score in their last five games.
Rovers also have the joint second worst defensive record in League One, shipping 76 goals.
But McSheffrey, who took over from Richie Wellens in early December, told the Free Press last week that he believes there are positives to take from his first four months in the job.
“I think there’s definitely been some positives and improvements,” he said.
“But then there’s other things as well that clearly need improving.
“I’m not oblivious to that and I’m not going to pretend there’s not improvements needed.
“There’s been good positives and some real lows as well. Some defeats have not been nice.
“But I feel we’re in a better environment – a better training environment.
“I feel the lads enjoy coming into work.
“They’ve just got to try and take the confidence and positivity they show during the week here onto the pitch and believe in themselves and back themselves more that they can perform.”
Rovers are eight points adrift of safety with games against Crewe Alexandra, Bolton Wanderers, Shrewsbury Town, Burton Albion and Oxford United left to play.
Rovers announced this week they are set to appoint a head of football operations who will be accountable for the major facets of the football club including recruitment, physiotherapy and data analysis.