The Blues are unbeaten in the three games since Jose Mourinho's departure, beating Sunderland and then drawing with Watford and Manchester United.
A surge up the Premier League table has yet to materialise, though, and the champions remain in 14th place, only three points off the relegation zone.
Chelsea travelled to Old Trafford on Monday to take on a United team that had lost four games in a row, but were unable to make that five as the two struggling giants fought out a 0-0 draw.
The hosts edged the chances, but Chelsea skipper Terry was proud of the performance of his team.
He told Chelsea TV: "I think the desire and the effort was spot on
The work-rate was different class throughout the whole starting XI
But more importantly I just want to say thank you to the fans.
"I think we owed them that performance and I think they can slowly see the tide turning and us putting in performances and getting results.
"The desire in the group is there for everyone to see the last few games
For whatever reason we weren't winning games from the start and we are where we are and we have to build upon that and we have to change things around very quickly because, looking at the league table, it's horrible.
"With a quick succession of wins we can climb the table quickly."
The normal order of things in the Premier League has been turned upside down in 2015/16, with the likes of Leicester and Crystal Palace challenging at the top of the table and Chelsea languishing near the bottom three.
"I think it has been bizarre," said Terry
"Being amongst it has been really difficult and that is credit to teams you wouldn't expect to win games throughout the year improving their squads and improving individuals
"It's now down to us as a group and a club to step up and go again to that next level where we want to be.
"This year it's probably too far to go, but the season after that and long when I have gone we have set the levels and we need to keep that year after year."
Guus Hiddink's side slipped 19 points behind leaders Arsenal with the draw at Old Trafford and 15 points adrift of the top four.
Although it seems inconceivable they could go down, goalkeeper Thibaut Courtois is not discounting the possibility, even if, like Terry, he feels Chelsea are heading in the right direction.
He told the club website: " Of course you cannot think it is not possible to get relegated
We look forward and I think with the dynamic we are in now and the games we are playing, soon we will start winning games."
Source : PA
Source: PA