Asked what the feeling was like within the club as they prepared for Saturday's game against Wellington Phoenix at Westpac Stadium, Jurman said it was "fine".
"We're all focused on the job, we know what we need to do," he said. "People can say what they want to about us but there are other teams that are worse off than us, teams that have lost three on the trot and nothing has been said about that.
"Nothing is going to affect us. We're a strong unit and we're hoping to get a few victories on the trot from here and start getting back up the ladder."
Sydney's defence have generally remained tight. The team lead the A-League with six clean sheets from 10 games but offensively have only scored 10 goals and the only team with less goals are Newcastle Jets..
Jurman said Sydney was creating chances and as long as they kept doing that the goals would come more regularly. He said the front third was still gelling with new players at the club and combinations continuing to be worked on.
"Yeah, we're happy with our defence, but we want to win more games and the positive thing for us is we've been creating opportunities," he said.
"A lot of the boys haven't played together before this season, but they've been creating great chances and it's just been a bit unlucky not to go in. But hopefully soon those chances will be going in."
Jurman said the players knew how to shut out the "noise" from the outside - criticism from media and the public. He said the club's high profile created added interest in the team's form and also led to opposition teams being particularly keen to beat them.
"Yeah, at Sydney FC we think everyone loves to beat us," he said. "It's always been like that, so it's nothing new for us as a team and as a club.
"People think we're in crisis, but, you know, we've only lost two games. We've still got a long way to go in the season and we're still creating chances and that's the positive thing. If we weren't creating chances then it would be a worry."
Arnold was cited by Football Federation Australia over comments he made after Sydney's 2-1 loss to Adelaide United last weekend. The game ended with a late goal from a penalty to Adelaide against a 10-man Sydney.
The coach described the way the game ended as "criminal" but he will fight the charge, arguing that he was talking about the result for a team that had fought hard despite the one-man disadvantage and not the penalty decision itself.
Jurman said Arnold was the same as the players in that he has a strong desire to succeed.
"'Arnie' wants to win and we know when we don't get the result we want we're all upset," he said. "Arnie is no different, but he's the one who has to go and speak to the media and people want to know what our opinion is on how we're doing.
"Sometimes people can change your words or make you look worse than you are, but Arnie loves winning and hates losing, like we all do, so we're no different. Hopefully we can get a few good results and everyone will be happy.
"No-one's happy about not winning games and dropping points. There's no difference between what the coach thinks and what the players think about that. We're all together on this and training hard to find ways to change the results around."