Hughes has overseen just two victories in 15 league fixtures since succeeding Roy Hodgson, who guided the club to the Europa League final last term before leaving for Liverpool. Dempsey admits levels of expectation amongst Fulham supporters has grown off the back of Hodgson's success, but the American insists the squad has not lost faith in Hughes.
"We believe in the manager - and we can only keep working for him," Dempsey told the Fulham and Hammersmith Chronicle.
"It's not wrong of fans to expect more. After last season, we've come to expect more of ourselves."
Dempsey, whose second-half strike in Saturday's 1-1 draw against Birmingham salvaged a ninth draw of the campaign for Fulham, feels there is plenty of experience of scrapping at the bottom end of the table within the camp should the London outfit get drawn in to a relegation fight this season.
"We were taking the game to them before Birmingham scored," Dempsey said.
"But we wanted to show character after last week's game against Manchester City (a 4-1 defeat), although it's frustrating with so many draws.
"Lots of guys have been here when it's been backs-to-the-wall, including me, two out of the four years I've been here."