Ahead of a crucial fixture against Sunderland on Saturday, Amorim also insisted his tactical system was not to blame for poor results.
The Red Devils go into the game on the back of a 3-1 loss at Brentford.
It leaves them in 14th place after six matches.
But Amorim has said he is said about not winning rather than losing his job.
He said: “Because the worst thing in this job is to not win games. That is the same feeling I had in Casa Pia when I lost in the third division.
“And then it’s a job. Of course, it’s a dream to be here. And I want to continue here. And I want to fight for this.
“But the problem is now, what makes me suffer is to lose games, not to lose my job.
“You fear losing your job when you have to pay the bills and I don’t have that feeling.”
