The Glovers sit in 17th place in Sky Bet League Two having drawn seven of the last 11 matches, with three losses and one win.
Whilst Town aren’t losing on a regular basis, the Swansea loanee told YTFC’s official YouTube channel that a win at Meadow Lane would be much-needed.
“You can’t write us off. We’ve got a good group of boys and once we do get this win, it will all change. The mentality will change and the fans will get behind us more.
“There will still be pressure, but the pressure will be a bit less to get three points.”
Shephard, who is enjoying a third loan spell at Huish Park, endured relegation from League One with the Glovers in 2015 and played a part in avoiding the drop last season.
With a relatively big buffer between Yeovil and the bottom two this season, the right-back cites that progress has been made.
“It’s a lot better. We’ve not had a bad run but it’s not been a run we would’ve wanted.
“The last two times I came here we were in relegation battles and we’re out of it at the moment – we’re nine points away.
“We’re not safe but have got a good edge above everyone else. It’s good group of lads who are more positive.
“It doesn’t happen overnight, it takes time but when it does happen we’ll will push on and do really well.”
The Glovers travel to Meadow Lane on Saturday (3pm) with tickets available to purchase online or via the Huish Park ticket office either in person or by calling 01935 847888.