Cape Town - Southampton manager Mauricio Pellegrino waved away talk of the sack after Tuesday’s 2-1 defeat to Crystal Palace at St Mary’s.
An early goal from Shane Long was not enough as James McArthur and Luka Milunovic struck for the Eagles late on, making it nine Premier League matches without a win for the Saints.
"I feel fear for other things, not about football," Pellegrino said. "In football, I don't feel fear.
"I feel responsible, I am disappointed because we lost, but it's not fear. I feel fear for other things.
"The big risk in our job is to work in this job. I prefer to assume risk; I prefer to make mistakes instead of [not] doing anything. Everybody, we are responsible."
The Saints have now dropped down to the edge of the relegation zone, with goal difference alone separating them from third-last Stoke City.