Ten Hag's side, who are still without the injured Rasmus Hojlund and Luke Shaw, have lost their two most recent Premier League games, including a 3-0 defeat at home to Liverpool, but the manager is ignoring the criticism.
"It doesn't impact me, I know in the process where we are and what we have to do, where we are going," Ten Hag told a press conference ahead of Saturday's game at Southampton.
"We are still in a transition period, we have to integrate a lot of young players, we are still dealing with injuries.
"Before anyone thinks about excuses, no, we have to win every game. I know that, the team knows this and it doesn't matter who is available and we will focus on every game and have in every game, the mindset we have to win."
Despite the poor results, the manager says that the team is going in the right direction.
"Of course, when you see the scores no one is happy and also the players have a very good sense of the quality of the process," Ten Hag said.
"Also, when you analyse the games, all the games so far, we are in a good direction. When you are in a transition period and have to build the team we have to improve and step up.
"We will see where we are in May next year, it's very early in the season."
Ten Hag was asked about recent comments made by former United player Cristiano Ronaldo that a Manchester United manager cannot say they are not going to fight to win the league title or the Champions League.
The Dutchman preferred to focus on Ronaldo's other comments where he said the club needs time to rebuild.
"He said that Manchester United can't win the Premier League. He said this, if you read the article very well," Ten Hag said.
"He is far away in Saudi, far away from Manchester. Everyone can have an opinion."
The manager said that neither forward Hojlund nor defender Shaw were available for the trip to Southampton. Both players have yet to make an appearance this season through injury, but are progressing well.
Midfielder Manuel Ugarte, however, could make his debut after signing from Paris Saint-Germain on deadline day, despite only returning from international duty with Uruguay on Thursday.
United are 14th in the standings on three points while Southampton are second from bottom and yet to win a point this season.
