Pepe admits Real Madrid are still smarting from their 4-0 defeat to Barcelona but they are working to return to consistency ahead of their Copa del Rey clash with Cadiz.
Rafael Benitez's side were thrashed by the Catalan side in front of their own fans on November 21, consigning them to successive defeats in La Liga for the first time in more than a year.
After putting together consecutive victories over Shakhtar Donetsk and Eibar, Madrid travel to face third-tier Cadiz on Wednesday.
"We did not expect to play like that against Barcelona," he said. "We are with the coach and with the president.
"We have to match the intensity of our opponent and know what we have in our hearts.
"We have a lot of quality, but that alone will not win games. The fans asked us to work and that's what we'll do.
"It hurt us a lot. We have pride and the only way to get out of this situation is to work."
Claudio Barragan's side narrowly missed out on a place in the second tier last season, suffering defeat to Athletic Club II in the promotion play-off final.
However, Cadiz – who have 2007-08 Pichichi winner Daniel Guiza in their ranks - look set to mount another promotion challenge this term, with just one defeat in 15 matches in Group Four of the Segunda B putting them third in the table.
