Saturday's defeat by Northampton left the Latics floundering in the bottom four of League One.
"I am upset and I want others to be upset because we had a good season last year and I wanted a better one this time," said Sheridan.
"I will take any criticism whatsoever. I am not stupid, it is all about results and while I am still here I am going to sort it out. It is about winning.
"I know how frustrated people are and I don't blame them for shouting things, I am used to it all.
"But the way we are playing is not nice to watch.
"Some players are not doing it for me and they have to start giving 110 per cent effort.
"We have three tough games coming up - against Forest, Leyton Orient and Tranmere - and it couldn't be a better time for them to show what they are made of."