Chelsea returns to action this week away at Swedish club Malmo in the Europa League, its first game since the chastening 6-0 drubbing at the hands of Manchester City.
Sarri's side was torn apart by the defending champion at the Etihad Stadium, and the manager afterwards that his job could be at risk.
That defeat resulted in debate about whether or not Sarri was the right man for Chelsea, with the Blues also losing 4-0 to Bournemouth in their previous away league game, but Pedro is convinced the players still believe in him.
"No, for the team it's clear, the idea of Maurizio," the Spaniard said. "It's true that, in the last games, we've not been in a good condition for us, not focused.
"It's difficult for us: when you play City, Tottenham, Arsenal or [Manchester] United, they're a good level in our league, but the most important thing now is to be focused and ready because this is an opportunity for us to do well in this [Europa League] competition.
"All the team follows the idea of Maurizio: press really high, stay compact, and to create chances, with good possession, a lot of the ball.
"We can do this as a team, but sometimes it's so difficult to play in this way. It depends upon the opponents.
"City played very well, so it was so difficult to press, to create between the lines, and to defend, but it's Maurizio's idea, and I prefer to press high when we recover the ball to create chances, not to wait for 90 minutes to recover the ball and run 60 metres to score the goal.
"It's difficult, the last week for us. It [the defeat to City] is probably the worst of the season, but the most important thing now is [Thursday's] game."