The Sky Blues skipper spoke to Pressley on Monday after the news and admitted it was a tough phone call to make, but is focused on a result against MK Dons...
Coventry City captain Jim O'Brien believes that the Sky Blues squad should take some of the responsibility for Steven Pressley losing his job.
O'Brien was brought to the club by Pressley in the summer and has been nearly an ever present, making 34 appearances this campaign.
The skipper admits that performances have not been good enough as of late and revealed that he feels if the Sky Blues had have held on to the lead at Sheffield United, then Pressley could still be in the City hotseat.
"Obviously Steven brought me here and I knew him before from Celtic," O'Brien said.
"So it was hard when I spoke to him after training on Monday. I gave him a call just to say sorry for him losing his job, he was absolutely gutted. He's just a normal person that's got a family and has lost their job.
"It was pretty tough speaking to him, I called him about anything before but in this scenario I didn't really know what to say.
"It was weird because he was well liked here. The thought did go through my head that if we won the game on Saturday he would still be here. if we were ill be here or if we were 2-0 down and came back, things like that played on my mind.
"Before the game if we said we'll go to Bramall Lane and score two goals you'd probably take that. As players we need to take responsibility for that and all the other games we should have seen out and the draws where we should have won.
"When a manager works so hard as Steven does its not good from us. I've had a few managers and I can say he's definitely one of the hardest working I've had.
"The game-plan was working in the last few weeks, we've been playing some good stuff but have conceded some soft goals which can be prevented. That's our responsibility - for us not to get the results is tough on the manager, because he's done his job to an extent to set us up. But we have to move on and get a result tomorrow."
The Sky Blues slipped into the bottom four after the result at Bramall Lane and with 15 games to go in the League One season, O'Brien knows that the club are currently in a relegation dog fight.
The Scot is eager to get a result against high-flying MK Dons tomorrow which could see City climb out of the relegation places.
He continued: "We need points, whether it be attractive football or hard graft I know there is a lot of football left to play but we need to pull our finger out and get results.
"MK Dons are a good side, we know all about them and they all look to play.
"Hopefully they'll be a bit jittery because they're close to promotion, but we have to play well to get a result.
"Relegation is not an option for us and this club. We are in a relegation battle and we're going to work hard to get ourselves out of it and up the table."