Nancy tries to shield himself from the criticism but stressed he is “a human being” with “emotions” as he prepares his side to visit Dundee United on Wednesday.
“The only thing that I know is I receive a lot of messages from my family to ask me if I’m okay,” the 48-year-old said. “So it means that maybe I get killed, but it’s okay.
“Don’t forget I come from Europe, so I know the way it works and, to be fair, in the MLS it is the same – not with same intensity obviously.
“The fans, the media, you don’t have results, this is normal. You might think I am crazy, but I am embracing this adversity because I know I’m getting better.
“I don’t have to prove anything to anybody, simple as that. I just have to be coherent with my team and to do my job as best as I can and, after that, it will be more positive.”
Some have criticised Nancy’s decision to change to his preferred 3-4-3 system from the one adopted by O’Neill during the veteran’s seven wins in eight games in charge.
“It is nothing about the system,” he said. “It is not rocket science what I’m saying.
“I am the coach, I have ideas and they did it before. I am just asking them to play with a few nuances, but I don’t try to invent football.”
Nancy admitted “for the moment, I have nothing” to prove to fans or media that he has what it takes to change his team’s fortunes.
However, he pointed out that “it is 10 days that I am here” and he knew it could be a problem considering “the fact it is the first time for everyone to have a coach coming in in the middle of the season like this” but had no regrets about taking over when he did.
Nancy said his task was “to get this connection with the players” and “every day I see there is an improvement”.
“I am going beyond winning,” he added. “For me, it is about character, it is about personality, it is about coherence, it is about how we want to play defensively and offensively.”
Nancy saw positive signs in parts of the defeats by Heart of Midlothian, Roma and St Mirren and is “really confident” that Celtic would find more consistency soon.