Real Madrid's 2-0 home defeat to Juventus in the Champions League on Wednesday extended their poor recent run and raised new doubts about the lack of depth in the squad.
The champions host Malaga in the Primera Liga on Saturday having won only two of their last seven matches and have watched arch rivals Barcelona surge to the top of the table and qualify for the Champions League last 16 with two matches to spare.
"The feeling in the dressing room is one of concern," said midfielder Guti, who gave the ball away in the passage of play that led to the first of Alessandro Del Piero's two goals at the Bernabeu.
"When you're not winning you always get worried, all the more so as you are trying to do things well but it's just not working," he added. "The team needs a confidence boost as soon as possible."
An injury that ruled out central defender Pepe and Arjen Robben's mishap during the warm-up left Real looking badly exposed on Wednesday, and striker Ruud van Nistelrooy was well short of his best after recovering from a knee problem.
Robben's replacement in the starting line-up, Dutch compatriot Royston Drenthe, had a match to forget, and Real's woes were highlighted by the poor placement of the wall that allowed Del Piero to score his second from a freekick.
"We are not happy with the way things have gone," goalkeeper Iker Casillas said. "But it's right now, during the bad times, that we have to show that we are a team, be united and get things going again."
Barcelona host Real Valladolid in Saturday's other Primera Liga tie and coach Pep Guardiola has acknowledged that Tuesday's 1-1 draw against Basel in the Champions League was a timely reminder that they are not invincible.
The result secured a place in the last 16 but ended Barca's run of 11 wins in all competitions. Victory over Valladolid would be their eighth in a row in the league.
Second-placed Villarreal, one point behind the Catalans on 21 and one ahead of Real in third, play Almeria at the Madrigal on Sunday.
Valencia take on Getafe in Madrid in Sunday's late match having surrendered their lead in the table with last week's 4-2 home defeat to Racing Santander, their first loss of the season.
"That defeat would have been more painful in times past," said defender Carlos Marchena.
"But there is no doubt that people are recognising the work we are doing and that the team is giving its all," he said on the club's web site (www.valenciacf.es).
"The important thing is the attitude, the desire and the work ethic that we are demonstrating."