The then-defending champions were eliminated from the group stage at the World Cup in Brazil earlier this year, and were beaten 2-1 by Slovakia last week.
The Manchester City forward told FIFA.com: "When things don't pan out as you like, criticism unavoidably follows, but you just have to keep going.
"Maybe the fans are scrutinising our performances more closely now. At any rate, criticism is normal. You can come in for some even if you win, so imagine what it's like when you lose. That said, we're not concerned.
"The difficulty with these qualifiers is that you're expected to win them, but the reality is that you're up against complicated rivals, like Slovakia. We'll take it one step at a time and try to do things well like we always do, then qualify for the next European Championship."
Despite the defeat to Slovakia, Spain sit second in their qualifying group for the 2016 tournament.