Komphela, who has two wins from seven matches this season, needed a police escort after the club's 2-1 defeat to in-form Baroka FC on Saturday as missiles rained down at Moses Mabhida Stadium.
The former Maritzburg United boss is under heavy pressure following two previous years without silverware under his watch at Naturena.
However, he has no intention of throwing in the towel.
“Winners never quit and quitters never win,” Komphela said ahead of the annual Macufe Cup clash with Bloemfontein Celtic at Free State Stadium on Sunday.
“I’m starting to think of whether the thought crossed my mind. I’m looking more at the project you know. The excitement of challenges is that you want to break through.
“You don’t hover around the thinking 'eish I’m not breaking through'. Keep pushing. Maybe I’ve got a different perceptive to life. It never did.”
Komphela admitted that the only way he can change the situation is to get results.
“To rectify the mistakes, one. If you look at the past two matches before Baroka, we were quite okay, we did not concede,” Komphela said.
“And then Baroka we conceded goals on a set-piece, we should have done better there. The second goal we should have done better and get results that will turn around. Look at the matches you play, sit down and plan properly - results change everything.”
Komphela also dismissed the view that Chiefs' squad is weaker than the previous two campaigns.
“You can’t imagine the coach thinking otherwise about their team. The only thinking the coach must have is consistent improvement, irrespective of the greatness or lack of,” Komphela said.
“There is no coach who ever doubts the players he's got. But if you don’t get results these questions will come. At the back of results, there will never be these questions.”