The Gunners are away to AC Milan on Thursday night in the opening leg of their last-16 Europa League clash.
Arsenal head into the San Siro clash having lost their last four games in all competitions, including EFL Cup defeat at the hands of Manchester City.
That run has also left them 13 points adrift of the Premier League top four as supporters have started to turn on Gunners boss Wenger once again.
Koscielny called for unity after Sunday's galling 2-1 loss at Brighton and, speaking on the eve of the Milan game, conceded the mentality of the players needs addressing.
"When you have bad results its always bad for the team," he said.
"We are disappointed with how we played. We need to be together.
"That's the most important. It doesn't matter what's going on outside.
"We are in a negative spiral and it's difficult to get out of this.
"We need to have positive voices in our heads because the brain dictates the body and the legs.
"We have to be positive to have a good result and step by step we will come back stronger."
Additional reporting by the Press Association.