The Red Devils stuttered to their third straight defeat in all competitions on Tuesday as they were beaten 2-1 by Sunderland in the League Cup semi-final first leg.
It is a new experience for us all, but the main thing we have to do is look at the next game
Moyes’ men are currently seventh in the Premier League table and 11 points behind leaders Arsenal after a disappointing start to the Scot’s reign since taking over from Sir Alex Ferguson.
And Welbeck concedes that he is puzzled by United’s poor start to the season.
“I cannot pinpoint one thing why this is happening,” Welbeck told Sky Sports.
“We were champions last season and we know that the consistency in our game has not been good enough.
“It is a new experience for us all, but the main thing we have to do is look at the next game. Obviously we have to put it right but you can’t look too far ahead.”
United host Swansea in the Premier League on Saturday looking to make up for their 2-1 FA Cup loss to the Welsh side at Old Trafford last weekend.
And Welbeck, 23, is backing Moyes’ men to bounce back by claiming three points. He said: “The next match is the most important. It is Swansea at Old Trafford now and we really have to get three points.
“It is up to us all on the pitch and the staff to do it. It is not the press or anyone else who are going to change this, it is ourselves.
“It is over 10 years since United lost three games in a row, so we know we have to turn it around and win the next match.
“Being a Manchester lad and being a United fan, there is extra passion inside me and it does hurt me when I see the team losing. It hurts a lot to see United not winning.
“I can understand why fans are concerned. We are not around the Champions League spots at the moment. We need to get our form back and just win the next matches.
“The manager is very upbeat. He lets the players know he wants to do really well and the players also want to win games for United.
“Losing three on the bounce though is really not good enough and we want to put that right.”
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