The European champions stuttered to another 0-0 draw in the west London derby with Fulham, their sixth Barclays Premier League game without a win. It was also their third successive match without scoring and their second straight goalless stalemate - the first time either has happened since Roman Abramovich bought the club.
Midfielder Romeu, who made only his third league start of the season, told Chelsea TV: "We have to keep going forward, look at the positive things and win the games and fight, fight, in each game."
He added: "When we get the confidence, the goals will go in. I'm sure about that.
"We had two clean sheets after a long time without that happening. So, that's a positive thing and the only thing is that, if we score, we can win."
The result also made interim manager Rafael Benitez the first boss of the Abramovich era not to win either of his first two games under the Russian.
Romeu was drafted in for John Obi Mikel last night, the former Barcelona youngster adding more quality in possession but without much penetration. The 21-year-old admitted he needed to help Chelsea counter-attack more quickly if they were to create more chances.
"The counter-attack is a good point to kill the opponents and I think we can do it a bit quicker," he said. "And, if we can do it, we can get chances a little bit better. So, we will try to improve that point and obviously we have a few more points to get better."
Chelsea were also not helped by a sterile atmosphere at Stamford Bridge for Benitez's second match in charge. The fans eventually made their feelings known but it was, predictably, in the form of more hostility towards the former Liverpool boss.
"We have to accept that maybe the supporters are not as happy as we would like," Romeu said. "But we do our job, we have to go out there and win our games."