Brighton cruised to a 3-1 win and United have now managed 11 points from a possible 33 since Amorim joined from Sporting in November, while they had not lost 10 of their first 22 games of the league season since the 1989-90 campaign.
They are worrying numbers for United fans with the side languishing in 13th place, as close to the relegation zone as the top eight with 26 points from 22 games.
Their worst finish in the Premier League era was last season when they ended in eighth.
"Imagine what this is (like) for a fan of Manchester United. Imagine what this is (like) for me," Amorim told Sky Sports. "We are getting a new coach that is losing more than the last coach (Erik ten Hag). I have full knowledge of that.
"(But) I am not going to change, no matter what. I know we can succeed, but we need to survive this moment. Because I'm not naive and I know that we need to survive now.
"We are being the worst team, maybe, in the history of Manchester United. I know that you want headlines, but I'm saying that because we have to acknowledge that and to change that. Here you go, your headlines."
Amorim suggested there will be more pain on the way for the team before the end of the season, as they prepare to host Rangers in the Europa League on Thursday before a trip to Fulham for their next Premier League fixture on Sunday.
"I'm not going to change how I see the game, I'm clear on that," he said.
"The players are going to suffer, the fans are going to suffer, I'm sorry.
"I have one way of doing things but we need to survive this moment. It's very clear for everybody what we are going to do (tactically)."