Whist the effort and commitment has been there, the centre-half readily admits that the consistency has been lacking.
"I hope the fans realise the commitment we're trying to show and the effort we're giving," he said.
“The levels of performance haven't been where they were last season. I know it's been frustrating for them to watch, it has been frustrating for us playing in the games too.
“Sometimes when they give us that bit of extra help, it does push us on. So I hope they appreciate how important they are to us, they stick with us and we can give something back."
Caldwell continued: "It's very frustrating to be inconsistent in any league. And obviously in this league it's damaging. It’s difficult to win games when you're in a bit of a bad spell because they come thick and fast.
"You can see the effort is there, we've got a pure togetherness to try and win the games and improve and climb this league and at least get us into a position where we feel there's safety and the prospect of pushing on.
"It's important that we keep focused, keep positive and keep doing the right things and hopefully we will get that little bit of luck. I do feel that first win is going to change a lot of things. We haven't won for a wee while and once we do get that win, I feel that we can go on a good run."
Strength of character is a trait that is brought up regularly in football terms and Blues' stand-in captain is convinced that his playing colleagues have enough of that to spark an upturn in fortunes.
"It's been difficult, but this is where you find out about people's characters and where you find out about yourself. It's about digging in and it will change.
"We have got some great players at this football club and for some reason it's not quite happening. It's up to us to work hard and get that win. I do feel we do have a good run in us. Again, we need to stop talking about and instead get on and do it.
"I was so disappointed at Huddersfield as I felt it was an excellent performance and we should probably have got the second goal. To get that 1-0 would have been massive and unfortunately it wasn't to be. We're now looking forward to Burnley and hopefully going there and getting a victory.
"We're desperately trying to do well for Birmingham City Football Club. It’s as simple as that.”