But the experienced right-back recognises fans’ frustration after a poor run and appreciates the backing they have had on the road.
Albion were booed at home to Crystal Palace and applauded at Aston Villa and Liverpool as all three games ended in defeat.
They look to revive their season at Brentford on Saturday.
Veltman told The Argus: “Togetherness is, I think, better than ever. But it can go good off the pitch, but we need to be even more together on the pitch and then you can get the results.
“Football is crazy. If you maybe win one game, the coin, like I said, can come to your way,
“Hopefully with a good win, with some good performances, we will fight our way back up the table.”
Veltman said he understood boos at the Palace game.
He added: “I understand the frustration. Obviously, we had good years with Brighton.
“We still can, obviously. We came in the top ten a couple of times, higher than they were six years ago.
“I understand that, but I also appreciate the fans very, very much.
“Against Aston Villa, against Liverpool now as well, you lose but they are still clapping after the game, which was incredible because I think that's the one thing they want to see.
“That you work hard every game, every duel you want to win, and then they appreciate you. So shout out to them.”
Albion have played well at times in most recent matches without turning it into wins.
Veltman told The Argus: “It’s a tough one, you can’t deny it.
“I think sometimes in Holland we call it like they have a coin and it doesn't fall on our side, if you know what I mean.
“We had some good performances against Everton and Fulham.
“Liverpool as well, but then still going into half-time 1-0 behind.
“I think that's what's lacking. When you have a good performance, you need to treat yourself well, score the first goal.
“Then you get yourself in a good position. They have to come, we get more spaces.
“And obviously, against Everton, we need to kill games.
“So, overall, there is sort of a positive feeling but, like the gaffer said a couple of times, the reality is not where we want to be, and we need to face that
“It's just keep working hard, try to stay positive and that's what we're trying to do.”