The reigning champions have lost their last three matches by the same 2-1 scoreline against Tottenham, Swansea City and Sunderland and face Michael Laudrup's men again on Saturday.
Welbeck is at a loss to explain his side's poor form but says that they must improve and return to winning ways as soon as possible.
"I can understand why the fans are concerned," he told reporters. "We're not around the Champions League spots at the moment. We need to get our form back and just win the next matches.
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|5/1||Danny Welbeck is 5/1 with Bet365 to score first in a Manchester United win over Swansea City|
"It's a new experience for us all but the main thing we have to do is look at the next game. We have to put it right but you can't look too far ahead. It's over 10 years since United lost three in a row so we know we have to turn it around and win the next match."
United take on Swansea at Old Trafford on Saturday, having already lost six times at home in the Premier League this season, and Welbeck says that victory is vital.
"It was very disappointing to go out of the FA Cup against Swansea and we have to rectify that," he added.
"The next match is the most important. It's Swansea and we have to get three points. We hope we will gather some momentum."