Sundowns were beaten 2-1 by United, resulting in fans storming up the tunnel leading to the dressing rooms after the game demanding that the Dutchman resigns.
A security guard was rushed to hospital after getting injured during the skirmish, which only managed to cool down after the arrival of police.
"I'm also frustrated, the same as the fans; people from the club and the players, we all need to get over this. We have to take responsibility and try to regroup," Neeskens says.
The Sundowns fans chanted Pitso Mosimane's name and demanded that club boss Patrice Motsepe hires the former Bafana Bafana coach as a replacement for Neeskens.
"It's okay if another coach is coming, it's okay, but that is up to the club board to decide. I want to continue because I want to fight. I want to come out of this and also with the players that are available, only by fighting hard can we come out of this as a team.
"I cannot do it alone; you need all the support, but that needs to start from the players. They have to take responsibility on the field."
The Dutchman said he is ready to continue with his job at Chloorkop despite the fans wanting his resignation.
"It's not only happening here it happens all over the world and is one of the things that you need to accept. I understand the frustration of the fans and as I have said we will try to fight back and will come out of this.
"Everybody must come out and fight, I can't do this alone. I want to fight with the group of players and hope things will get better," Neeskens adds.