Yeo is 68-44-3 in three seasons with the Blues, but his winning percentage declined from.700 in his first 40 games (28 wins) to .550 in his next 40 games (22 wins) to .419 in his most recent 43 games (18 wins).
Despite the Blues' struggles, players are not placing blame on Yeo or his assistants.
"It's a difficult position because it's on us in here," center Ryan O'Reilly said after practice Friday. "Our system's good. When we do it right, you see it when we dominate games. [The coaches] can only do so much. It's got to come from the group of guys in here.
"We're the ones on the ice, we're the ones going into the battles. It's up to us to push each other and work for each other. I think [Yeo] and the coaching staff have done an outstanding job. We know what to do. Our system's effective when we use it and get it going. We have to self-reflect on ourselves and find a way to bring more."
St. Louis held a 23-minute players-only meeting following their loss Thursday.
"Everybody supports our coaching staff," forward Vladimir Tarasenko said after that meeting. "Everybody supports our GM and coaching staff and people who work here. There is no question anyone thinking [Yeo] doesn't deserve to be here. We support him. We believe in him. That's why he's our coach right now and we will play for him so hard."
The Blues were 44-32-6 last season but finished one point behind the Colorado Avalanche for the second wild card into the Stanley Cup Playoffs from the Western Conference, ending a run of six straight postseason appearances.
They were active in the offseason, signing free agent forwards David Perron (four years, $16 million) and Tyler Bozak (three years, $15 million) and goalie Chad Johnson (one year, $1.75 million) on July 1, and forward Pat Maroon (one year, $1.75 million) on July 10.
That same day, St. Louis acquired O'Reilly in a trade with the Buffalo Sabres for forwards Patrik Berglund, Vladimir Sobotka and Tage Thompson, a first-round pick in the 2019 NHL Draft and a second-round pick in the 2021 NHL Draft.
"I think there were expectations, I think there was belief at the start of the year and I think some of that was we felt good about the acquisitions," Yeo said. "We probably bought into our own hype a little bit. ... I think that probably whether we thought it was going to be a little bit easier or whatever the case is, we didn't get off to the start that we wanted. Now we don't have confidence, maybe. Nobody's going to give us that. We're going to have to work our way back for it."
The Blues play the Chicago Blackhawks at Enterprise Center on Saturday (8 p.m. ET; FS-MW, WGN, NHL.TV) in the second of a season-high seven-game homestand. They were hoping to use this stretch as a springboard to better play.
"It's not who we are. Everybody knows that," forward Alexander Steen said. "We just need to get back to working, and we're not outworking the other team; they're outworking us right now. ... We've got to get back to structurally working. Plain and simple."