Juan Mata plans to take up Chelsea owner Roman Abramovich on his advice and seize an opportunity between now and the summer.
The Blues' poor run of form cost manager Andre Villas-Boas his job over the weekend in the wake of their 1-0 defeat to West Brom.
Chelsea retained their interest in the FA Cup on Wednesday by winning their replay at Birmingham, a game in which Mata netted.
The Spanish winger insists the squad is fully behind caretaker manager Roberto Di Matteo as he is a former player at Stamford Bridge.
The 23-year-old has labelled Villas-Boas as a 'very good' manager and says his departure was sad as it was a 'difficult moment'.
"We have to prove ourselves every game," Mata told the Evening Standard. "For me and the other players, we are playing in a top squad and a top club and we must always do our best in every game.
"Roman told us that we have an opportunity to change this run of defeats and against Birmingham we did, so we have to keep going and try to get better.
"We all knew Robbie [Di Matteo] from before. He is a very good guy who knows Chelsea from the inside as he used to play here. We are all with the new manager because it is what we have to do.
"This week was not easy for us with a change of the manager but when you're on the pitch, you're always thinking to give your best to try to win and that's what we did.
"It's never good news to change a manager. If this happens it's because things have not been good. Andre was a very good manager and a very good person. We are very grateful to him.
"We were sad when he left because it's always a difficult moment when a club change their manager but now we are going to keep working without him and with Robbie instead.
"We are going to keep giving 100 per cent for the rest of the season to achieve our objectives. We will try to win this FA Cup and against Napoli in the Champions League [Chelsea trail 3-1 from the first leg of their last-16 tie]. We can do it, it is possible for us to win 2-0."