Bristol City captain Sam Baldock says the players are "shocked and disappointed" by head coach Sean O'Driscoll's departure.
O'Driscoll's 10-month tenure was brought to an end on Thursday, with the club 22nd in League One having won just two of their opening 18 matches.
However, City have lost only one of their last six games and held leaders Leyton Orient to a draw on Tuesday.
"It wasn't what we expected to hear," Baldock told BBC Radio Bristol.
"We were all shocked and disappointed. We thought that we'd come a long way.
"He was popular so it was quite a sombre mood [in the dressing room]. People didn't really know what to do. The day drifted by without any work going into it.
"A lot of us went in individually to wish him the best and he just said to keep going and keep progressing."
O'Driscoll replaced Derek McInnes at the helm in January, with the club bottom of the Championship
The former Bournemouth and Nottingham Forest boss won three of his first five games in charge of City, but they failed to avoid relegation after claiming only two victories in their final 15 games of the season.
O'Driscoll overhauled the squad in the summer and, with the backing of the board, chose to off-load players on highly-paid contracts in favour of bringing through youth players.
Thanks to investment from billionaire owner Stephen Lansdown, City still have one of the biggest budgets in the league and were tipped for promotion.
However, they find themselves third from bottom with two wins, nine draws and seven defeats.
"We have to look at ourselves as a lot of the time it's been individual errors or a missed chance that has stopped us from getting three points," admitted Baldock, who was made captain by O'Driscoll.
"But all the players realise we are the ones who are going to be here at the end of the season and we can't let any more days drift by. We need to get on it right now.
"We can't dwell on it too long. Sean was a popular guy inside the dressing room so it is a big hit but we've got a job to get on with."
Assistant John Pemberton has been put in charge of the first team on a temporary basis and will lead the side in Saturday's game at Preston.