The Magpies have suffered their worst-ever start in the top-flight after losing eight home games this season and sit 15th with 13 points on the log.
"We know they deserve better. The way they support this club is unbelievable and we are working hard and fighting hard for them, " Atsu told Chroniclelive.
"We will make them very happy in the next games. Honestly, these fans deserve much, much better from us. It was a very painful defeat for us against Wolves last weekend.
"We fought really hard and wanted to win the game - even with 10 men we were fighting to win and at the end of the game we were unlucky the way we lost it.
"It was a very painful way to lose a game. The last minute of stoppage time is a very bad way to lose a game. We're very disappointed but we keep our heads up. It's the Premier League and the next game is the most important now," he said.
Atsu is also optimistic that Newcastle will avoid relegation by the end of the season.
He has added his voice on calls to quickly introduce VAR in the Premier League after referee Mike Dean failed to award Newcastle a penalty against Wolves when defender Willy Boly elbowed Ayoze Perez.
"Last season, we had some difficult moments like this but we kept our heads up and we fought until the end. At the end of the Premier League, we stayed there in the top 10. We must keep our heads up and fight until the end."
"We have seen the video and it was a red card and a penalty which changes the game.
"We're waiting for VAR to come in. Sometimes VAR won't guarantee the referee to make the right decision but it will help. It will help with mistakes like that," he said.
Atsu has featured ten times for Newcastle this term including three starts.