Hierro also supported his goalkeeper David de Gea, whose error just before half-time had allowed Cristiano Ronaldo to sneak through the second of his hat-trick in the game.
The Spaniard said: ''We're not going to point the finger of blame at anyone. Of course there are moments when things don't go as well but we know what we want, and what we are asking our players and everyone is to see us as a team.''
''We don't have any doubts about De Gea and he doesn't have any doubts about himself either. I gave him a long embrace, we know that being a goalkeeper requires special psychology and is a difficult position to play in.''
Hierro added: ''He has had lots of good days. We are a family, we are a team, and we stick together.''
As for the task of taking over recently-sacked Julen Lopetegui's role, he said: ''We've had very little time before our opening match, so I really wish to express my heartfelt thanks for their commitment.''
''It wasn't an easy situation, but when you have this extremely good group of young players, and the staff, these excellent professionals, they make your life a lot easier.''
He concluded: ''Every single player is extremely important, from number one to number 23, in training sessions, matches, the day after the matches. We are all members of the same family.''