Newcastle United are bottom of the Premier League with manager, Rafa Benitez, under increasing pressure at St James' Park.
"He has been a great manager," Yedlin told 'Sky Sports News'.
"He brought me here [from Tottenham in 2016] and showed a lot of trust in me, and has brought this team to a great level.
"At the end of the day it's up to the players on the pitch to show what we have been working on.
"If there is anyone to blame on the pitch, it's the players. I'll be the first one to hold me hand up for that.
"We're all behind the manager and have bought into his gameplan."
Newcastle travel to fellow strugglers Southampton on Saturday.