After guiding the club to promotion through the play-offs last year, Holloway overhauled his squad but has seen them collect just three points so far.
Those came courtesy of a win over bottom club Sunderland, who have already changed managers this season with Gus Poyet replacing Paolo Di Canio, and Holloway feels living with the burden of expectation is something all top-flight managers must live with.
"It is an occupational hazard when you're in the Premier League," he said.
"Every manager worth his salt knows that. You still love your job enough to try to do it.
"Everybody likes to write about who is going to get the sack next and when you're down the bottom someone has got to be there.
"Arsene Wenger was there a few weeks ago and no one is talking about him any more."
Holloway was an early favourite to be the first Premier League manager to face dismissal this season and his future remains in doubt going in to Monday night's game at home to Fulham, with Cottagers' boss Martin Jol's tenure also seemingly in the balance.
But 50-year-old Holloway maintains he will keep working hard to become the first Palace manager to keep his team in the Premier League for more than one season.
"I'm in charge of Palace and I want to help us and make us better, this is our first attempt at it for a fair few years and every other Palace team has failed," he said.
"We are trying to do something different from before, that is all I can do.
"What I have got to try and do is lead when things aren't going right and keep believing that I can put them right and keep encouraging people.
"That is what I am, a manager and a leader, and sometimes at this level you have to be totally realistic of the performance you gave and the team you were up against."
Six defeats from the opening seven league games of a new season would give any manager cause for concern but Holloway feels his side have come close to pulling off some good results.
"The game that hurt is a little bit was Swansea because we let a goal in after a minute and a half here [at Selhurst Park]," he said.
"I will honestly tell you in every other game I have seen my team, and I'm not biased at all, I think we have played quite well.
"We have got to look at the good things we've done and unfortunately any bad thing we have done recently has been punished and I think that is the quality of this level.
"It is pretty relentless really but we have to take great solace from the fact we have been pretty close in one or two of these games and take that into the next game and take something out of it."
A win on Monday evening against Fulham may not even lift Palace out of the 19th spot they currently occupy in the table but Holloway is not attaching too much importance to one game.
"People will talk about how important this game is but we have got 31 left and we need 37 points," he added.
"It is a tough ask and it was always going to be a tough ask but we don't want to drift away from everyone else and we want to give ourselves a chance of getting back into it and feeling better about ourselves."