Brendan Rodgers says the club has been very supportive and he won't walk away.
The Foxes are bottom of the league with one point from six games so far this season.
Rodgers did not say if he has considered his position at the club.
The 49-year-old said that he understands that football has not been a good start.
The level of work we have done here and the appreciation of what we have been through show the support. It's been great.
He said it is his responsibility to make the results better.
After winning the FA Cup in 2021, Rodgers took charge of the team and they finished fifth.
He was not happy with the transfer dealings of the Foxes after they sold key defender Wesley Fofana to the Blues for about £70m and only brought in two players, Alex Smithies and Wout Faes.
Rodgers said that his record here is "concrete in terms of what we have done and how performances have been."
It has not been as high as expected. It's not easy when you don't get results, but it gives you motivation to get things right.
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