Mel succeeded Steve Clarke in January but has yet to oversee a victory, leading to speculation over his future at The Hawthorns.
West Brom are out of the relegation zone on goal difference alone ahead of this weekend's trip to Swansea City.
While Mel, who boasts considerable experience in his native Spain, acknowledges the importance of that fixture, he is refusing to panic.
"For me this is an opportunity and a really exciting one," Mel is quoted as saying in the English media.
"I am a very well-respected head coach in Spain and here I have to earn the right to be respected. I'm going to try and the only way I know is through hard work.
"The public have been very kind towards me but I haven't yet proved anything. It's down to me to prove myself to people.
"I knew it wasn't going to be easy with the situation with Nicolas Anelka (who has been suspended for his 'quenelle' goal celebration), the injuries and the results, coupled with this being a new country for me with a new language and new culture.
"But I want all the pressure to fall on me rather than the players. I have been in similar situations before in Spain and the only way to get out of them is by working hard.
"The players here want to win and the only thing they are lacking is confidence because they're not achieving that. But I see them working from Monday to Friday so I go into the Swansea game feeling perfectly calm.
"Of course we must win. It's being said there are four important games coming up but for me there is only one important game and that's to beat Swansea."
Despite West Brom's perilous position, Mel is confident the club can retain their Premier League status.
"If that wasn't the case, if I didn't believe there were winners in the dressing room, I would have already spoken to the chairman in order to leave," he added.
"My focus is on the players and working with them in order to improve them because this is the only way I can ensure I am going to be here for a long time."
