The 59-year-old has come under pressure as the Hammers are just above the relegation zone in 17th on goal difference.
"I am hugely disappointed with the position we are in," The Sun quotes Gold as saying.
"I thought we would be at least in mid-table. We have to rely on Sam and the players. We have to stick together."
West Ham will host Sunderland at Upton Park in the Premier League on Saturday.