A dreadful 3-2 Black Country derby defeat to Albion on Saturday made it six without a win in the Premier League for the Molineux men.
Nuno Espirito Santo’s side have, 19 games into 2020/21, lost nine matches – the same number as the whole of last term.
And on not being their old selves at the moment, Belgian midfielder Dendoncker said: “Yes, obviously, because if you look at the ranking, we are not where we were over the past two seasons.
“So, yes, I think you can say that this is a difficult period for us.
“We have tough games coming up as well, so it’s up to us to really stick together now – and more than ever.
“We need to get that winning mentality back.
“We have to stick together. If you look at our team, we have great players.
“But now we need our winning mentality back.
“That spirit is more important than the qualities we have.
“I’m sure we will fight back, sticking together, and be back to winning games again.”
Wolves are currently 10 points clear of the drop zone, having gone 12 matches in the top flight without a clean sheet – the 2-0 win over Crystal Palace at the end of October being their last.
They have also conceded first in nine successive league matches.
Now the focus goes back to the FA Cup and looking to avoid a massive upset at the hand of non-league outfit Chorley in the fourth round, at Victory Park on Friday night.
Trips to London to face both Chelsea and Palace then come in the league before the end of January.
On the derby day defeat to 19th-placed Albion, who grabbed just their second win of the season and first since Sam Allardyce replaced Slaven Bilic at the helm, Dendoncker added: “There’s no excuses.
“I think we’ve been unlucky with the goals we conceded – two times the penalty, and one throw-in which ended in a goal.
“From that point of view, we’ve been unlucky. But as I said, I don’t think there’s any excuses.
“We have to be more self-demanding. We have to finish our actions better because we had quite a few opportunities which we didn’t finish.
“Apart from the two penalties and the header, I didn’t think they had been really dangerous.”