The head coach was once again quick to get that message across as he previewed the trip to Blackburn Rovers.
Former Championship leaders Town head to Ewood Park having taken just four points from the last seven games.
Wagner is desperate to get his sixth-placed side back on track - but won’t be making any radical changes.
After the concession of 15 goals in those seven outings, his first priority at Blackburn is keeping a clean sheet.
“This is very important for us, and every player must feel a responsibility for the defence,” he said.
“They must cover each other and we must have a good balance behind the ball.
“We have to win those one-on-one battles which unfortunately we too often lost in dangerous areas in the past.”
Wagner insists nobody is more critical of Town than himself.
But he is firm in his insistence that in terms of playing philosophy and style, the current way in the right way.
“In terms of our identity, I have no understanding if someone has complaints,” he added.
“This makes no sense when we are clearly creating this identity.
“At the stage we are at, sometimes it will be successful, sometimes unsuccessful.
“In my opinion, our recent defeats have been down to particular parts of our defending, not how we play football.
“We are on our way to creating our identity and it makes no sense to make question marks after a few defeats or to change our course.
“Those who say we should don’t understand what we are doing.”
Former Borussia Dortmund second team boss Wagner added: “I always said we are workers, not dreamers.
“And even when we were top of the table, I said it could be that we don’t win every game.
“In my time as manager, other clubs have also had dips - for example, Brighton, Hull City, Derby County, Sheffield Wednesday.
“We don’t want a dip but we always knew it could happen.
“I want us to get back to defending well, which was the base for our good start to the season.
“We will keep working with this group. We are still improving and trying to find solutions to problems which crop up.
“It takes honesty to criticise ourselves, realise our problems and work on them.
“There have been too many goals against us where we don’t make it hard enough for opponents to score.
“We have to invest a lot in making life uncomfortable for our opponents and make it harder for them to hurt us.”