The Eagles have taken just three points from their first seven games this season, but Holloway believes that being under pressure is part of managing in the English top flight.
Holloway told reporters: "It is an occupational hazard when you're in the Premier League. 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.
"[Arsenal manager] Arsene Wenger was there a few weeks ago and no one is talking about him anymore."
Palace are 19th in the Premier League and face Fulham on Monday.