The Midlands side are not enjoying a very good run of performances or results at present.
Unai Emery’s team has not won in eight games and need a result against Brentford in midweek.
McGinn said: “We are in a tough moment as a group so it is important for us to stick together, don't let what we have built break, take responsibility, take the criticism that will probably come our way and look to Wednesday."
"We have 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 the squad is stretched too thin, McGinn said: "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 (compared to Champions League games on Tuesdays or Wednesdays). It is 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."
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