On Sunday, Rangers suffered a 2-0 defeat to Motherwell in the semi-finals of the Scottish League Cup, with the result denying the Ibrox outfit a chance to face Celtic in the final.
Rangers have now suffered four defeats in 14 games in all competitions this season, and Caixinha has acknowledged that he is unhappy with the performances of his squad.
The 46-year-old told reporters: "I've told the players: 'You are embarrassing me, you are embarrassing our club, you are embarrassing our fans'.
"Now it is time for you to react and I'm glad we're playing on Wednesday. I've already told the players and that's why I'm telling you.
"If I could pick the same XI, if they were all available, those guys who didn't do the work who really needed to do it (on Sunday), those are the ones who would start on Wednesday."
Rangers - who are third in the league table - host Kilmarnock on Wednesday night.