The Blue and Whites have lost their opening two games of the campaign, including a shock League Cup defeat to Shrewsbury Town in midweek.
Next up is a trip to Huddersfield, and Delfouneso is targeting an improved performance to get Blackburn's season firmly back on track.
"We've got to pick ourselves back up now," he told the club's official website. "We've got an away game against Huddersfield on Saturday and it will be another tough game.
"In the Championship every game is difficult, but we've got to be confident, we've got to be up for it and go there with a positive mentality and look for the three points.
"We are looking forward to it and hopefully we can get that first win. Our season has got to start on Saturday."
Rovers also face Cardiff City, Brighton & Hove Albion and Bolton Wanderers before the end of August.