The Forest boss saw his side crash out of the Carling Cup to League Two side Macclesfield Town to pile the pressure on after a poor start to the season.
However a defiant Megson told the Evening Post: "I'll battle to prove people wrong.
"I am seriously annoyed at what you have to put up with as manager at Nottingham Forest.
"Last night I was sworn at and told I was the worst manager they've had here - and that's saying something.
"I don't like that and I will fight against it. I will fight. I also don't like the treatment the players got, it was over the top.
"But there has to be accountability sometimes and our wage bill would pay Macclesfield's for the next ten years. But they still managed to compete with us, they still beat us."