McGinn was speaking after their 3-0 defeat at Chelsea.
He said, "We went behind from a goal that will be painful for us to watch back. We didn't capitalise on our chances to equalises. We're in a tough moment as a group so it's important for us to stick together, don't let what we have built break, take the responsibility, take the criticism that will probably come our way and look to Wednesday."
"We've still got an opportunity to do something really special this season. We have a game on Wednesday and then on Saturday so we have to turn it around quickly."
On whether being in the Champions League is affecting their form, he added: "I'm not sure it can be an excuse because we had a more difficult turnaround last season. The Conference League games, Thursday to Sunday are much more difficult to recover from. It's an easy excuse but not one we want to use.
"We know we are good enough to compete and get results like this. We need to get back to the levels we have reached over the last few seasons."