Pressure on Wenger continues after theA�2-1 defeat by BrightonA�left them 13 points adrift of fourth.
It was the first time Arsenal have lost four consecutive games since 2002.
“As players, we have responsibility on the pitch and need to be together. It is difficult to say it’s his fault or our fault,” Koscielny said.
Arsenal are in sixth in the Premier League on 45 points with nine matches remaining.
Chelsea are in fifth on 53 points, Tottenham occupy the final Champions League spot on 58 points, Manchester United – who travel to Crystal Palace on Monday – are in third with 59 points and Liverpool are a point above them in second.
Wenger felt his side were “passive”, “struggling for confidence” against Brighton and are “going through a tough time” as he acknowledged their hopes of finishing in the Champions League places were slim.
“It is very difficult, nearly impossible now, we are too far behind,” Wenger said.
“I think it has already gone before this but mathematically with five teams in front of us, we need two teams to collapse, not one.”
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Former Arsenal goalkeeper David Seaman said some of the club’s current players areA�”getting away with murder”A�with their performance levels.
Koscielny said “of course” the players are behind Wenger but the 32-year-old France international acknowledged results must improve.
“The boss is here to give his best for the club. He’s been here for 20 years so he’s always loved this club,” he added.
“We need to stay united; it’s a bad period but we need everyone who likes this club – players, fans and staff – to be together and to fight to be as high as we can.”
‘It’s difficult when you have just the trousers on’
Wenger also used a metaphor about being undressed in the post-mach press conference.
“It’s difficult when you have just the trousers on,” the Frenchman said cryptically.
“It’s easy to take the trousers off as well, but when you are naked completely you have to try and find a shirt and get dressed properly again.
“You can’t put them more down.”