The result leaves Wolves winless this season in the Premier League.
Cunha said: "We need to keep going. This position is hard. It's like I always say, we have a lot of positives in the group. We need to believe. We need to keep working and do our best and hope the results come.
"It's so hard not to think about this because I don't think our performances are like having 10 games without a win. We need to keep smiling and keep working and the results will keep coming.
"Since I came here, I feel like the supporters opened their hearts to me and gave me a lot of love. I gave it back by running and scoring goals."
On manager Gary O'Neil being under pressure, he also said: "I don't think it's all on him. The whole group has a lot of responsibility. We need to keep going. When you are a football player, you need to give your energy to the things you can manage."