Friday's defeat in Italy relegated England from the Nations League top tier after a campaign in which they lost twice to Hungary - including 4-0 at Wembley - and once to Italy along with two scrambled draws.
"We're a strong group mentally - we've given people an unbelievable five years or so," Maguire told the BBC. "We're in a period where we have to come together.
"The fans are probably frustrated and they have to stick with us because we've got a big tournament coming up.
"To win that tournament or progress in that tournament, we need the fans with us, so whatever has happened in recent months we are working tirelessly hard to improve that and get back on track, because it is a big winter and World Cup and we need to make sure we're ready. And we will be."
England host Germany at Wembley on Monday as they continue their preparations for the World Cup, which starts on November 20.
