Connor Goldson says Rangers have to target nothing less than victory at St Mirren on Sunday.
The Ibrox club and their fans are still reeling from the 2-1 Europa League defeat to Aris Limassol in Cyprus on Thursday night.
An embarrassing loss to the Cypriot champions came days after boss Michael Beale departed following a dismal defeat to Aberdeen at Ibrox which left the Light Blues trailing cinch Premiership leaders Celtic by seven points after only seven fixtures.
Former Gers midfielder Steven Davis took over the hot seat on an interim basis and will be in charge again for the trip to Paisley to play second-place Saints, who are unbeaten in the league this season.
Goldson acknowledged the significance of the game and knows three points is the only option for the Govan side, who have lost three of their seven league games and failed to qualify for the Champions League after losing in the play-offs to Dutch side PSV Eindhoven.
The 30-year-old defender said: “Every game of football is important to us.
“We have to win. It is the demands of Rangers football club and we need to go there and win the game of football.
“We have to recover as quickly as possible and go to St Mirren and win the game.”
There was no improvement in Davis’ first game in charge of Rangers and Goldson looked back at Beale’s departure as he assessed the way forward for the Ibrox side.
He said: “It is one of those things (Beale leaving). It is our fault. We are not performing on the football pitch.
“The manager has obviously taken the blame for that and lost his job.
“Davo (Davis) comes in, we all have so much respect for him but we haven’t done the job again.
“We as individuals, as a team, need to sit down and look at ourselves, first – are you doing everything you can to make this club better?
“You don’t pick up results at this football club, it is a tough place to play.
“If you do pick up results, then it is best place to play so we need to turn it around very quickly.
“We speak all the time. But there is enough speaking going on. We need to get on that pitch and start performing better as a team.”
Meanwhile, it has been widely reported that the Ibrox club will hold final interviews for the vacant managerial post next week but former Chelsea boss Frank Lampard will not be involved.
Former Rangers player and current Yokohama F Marinos boss Kevin Muscat, AZ Alkmaar manager Pascal Jansen, former Monaco boss Phillipe Clement and former Frankfurt head coach Oliver Glasner, are among others who have been linked with the job.