Southampton's last victory was a 1-0 result over bottom side Crystal Palace in mid September and the Spaniard was keen to stress the importance of picking up maximum points at home.
"I wouldn't call it worried but no one is happy," Romeu told British media. "We're not happy after not winning today and losing other games at home.
"We want to win and we want to be higher. We'll keep doing our best to get wins because to be where we want to be we need to win more games."
Romeu said the team has plenty of quality and need to execute their plans better on the pitch.
"If we had the key we would find the solution but there's so many things in football that are open and you think you can control it but suddenly a game is gone.
"It's about making sure when teams are coming here to defend we need to break them down better and score more and not let them counter attack."
Southampton meet 10th-placed West Bromwich Albion on Saturday.
(Reporting by Shrivathsa Sridhar in Bengaluru)
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