Los Blancos endured a difficult run of just two wins in eight games across all competitions in the lead-up to Christmas – leaving coach Xabi Alonso under severe pressure – but the England midfielder thinks that matters should be put into perspective.
Bellingham told reporters: "From my perspective, in the dressing room, we're all behind the coach.
"We've all got to be one in moments like this... Looking at it from a different perspective, in January we're second in the league, four points off the top, and in the top eight of the Champions League.
"It's not a disaster by any means. At Real Madrid everything gets over-exaggerated a bit in the bad moments, but that's why we love it."
Alonso's relationship with Real forward Vinicius Jr. was scrutinised after the Brazilian international reacted angrily to being substituted in October's El Clasico victory against Barcelona but Bellingham has rejected any suggestions of dressing room disharmony.
He said: "A lot of the problems you might hear about in tough moments are fabricated or exaggerated.
"We know what really happens inside the dressing room. We're behind the coach.
"I see Vinicius every day, he's just as positive as ever. He's no bad influence on the team and what we're trying to do. I have a great relationship with Vini and if I felt he was hurting us as a team, I'd tell him, but I don't think there is at all... As for the manager, we're all 100 per cent behind him."
Vinicius has struggled for goals in recent times but Bellingham is confident that his team-mate will find his scoring touch again.
The midfielder said: "Vini is under a huge amount of pressure as a player and as a person.
"Sometimes the stuff he does on the pitch is through pure emotion. You have to think it's a human being doing those things, and that can add to the pressure of a block of form in front of goal.
"I see an electric player who can create something out of nothing. The goals don't tell the full story... We all know when he's at his best we're a better team and he's a frightening player."
