A section of Wolves fans confronted midfielder Jamie O'Hara outside the main entrance to Molineux after the 2-0 home setback against Blackburn before venting their anger towards club owner Steve Morgan.
Now Wolves face a bigger test when they entertain leaders Manchester United on Sunday and Connor knows there has to be harmony amongst all sections of the club ahead of such a daunting task.
Connor said: "I think whenever there is a bit of discontent it is maybe directed at one section or one part of the club.
"It actually involves us all. We are all in it together, all part of it together, so it is disappointing having a go at one part of the structure when it affects us all. It is not nice to see.
"It is imperative everyone stays together, the players, staff, fans. Everyone connected with Wolves must be pulling in the same direction 100% to have any chance of us getting through this situation.
"If we do that we've got a better chance. We are asking everyone to turn up against the reigning champions and support our team, come what may."
Wolves are keen to ensure there are no repeat of the ugly scenes that greeted O'Hara who was carrying his baby boy, Archie, after the Rovers defeat.
Connor said: "I think it really is unacceptable players being abused on the way to their cars.
"But we do have a protocol for the players to leave through different entrances if they need to.
"If you go out through the main entrance, you have to accept there are people out there.
"The players will be advised if anything happens in the same vein this Sunday, that they can leave the building in a more secure manner."
Connor insists he is still working to the remit of being in charge for the remainder of the season despite rumours linking Gary Megson and Steve Bruce to the post.
He said: "I was told on February 23 that I was manager until the end of the season. That's what we have been working towards ever since.
"I don't listen to the rumours. I've been given a remit by the club to be in charge of 13 games until the 13 May and I'll continue to do that."
Wolves have not won at home since early December but can take heart from beating United 2-1 in the corresponding fixture last season.
Connor said: "It is always tough, the top versus bottom. Yes it is stacked against us but the old David and Goliath story comes out time and time again.
"Last season they were unbeaten when they came here and went away having lost for the first time.
"United are going for the league but we also have got to get points and get above that dotted line of the bottom three at the end of the season. It will be hell of a clash come Sunday."