Wolves travel to Ewood Park in their first outing since Walter Zenga departed the club earlier this week.
And Coady believes that the players have to look forward if they're going to get a result on Saturday.
He said: "The boys gave their all for Walter when he was here and they were sorry to see him go. It’s a huge club and it needs huge people involved.
"He’s a very passionate man, he was passionate with the players and he was passionate with the fans.
“But that time’s gone now. We all thank him for what he’s done and what he’s done with the boys but it’s up to us now to put things right on the pitch.
“We need to go out on Saturday, prove that nothing’s affected us and show people that we are right behind Rob.
“It’s a huge club with a huge fan base; it’s a club that needs to do well and, at the minute, it’s not doing as well as it should be.
“It’s up to us to put it right. Everybody respected Walter but we are behind Rob now and we’re looking forward to playing how he wants us to play."
Rob Edwards took over as Interim Head Coach on Tuesday and Coady believes that Edwards is the right man to have in charge in this situation.
"He’s been on the coaching staff here for a while now so he knows the club inside out, he knows all the boys and he knows what they can do.
“For us it’s just about listening to his ideas and what he wants to put across. He’s a fantastic coach. We’ve seen that each and every day for the past year or so.
"You can go to him with anything and ask him questions about what he wants from you on the pitch. He’s just a superb person to have around and he’s great for all the boys in this situation.
“It’s up to us to go out on Saturday, put across his ideas and hopefully we can get the win."
The midfielder knows that the job of Head Coach at Wolves is a big one but he believes that the players are ready to get behind whoever takes up the position.
He said: “It’s a massive job but whoever comes in is going to be up for it.
“It’s a huge football club, one we all know and want to do really well so whoever comes in will be right up for it.
“We’re footballers and we need to win as many games as possible.
“We’re all massively behind Rob and if he gets the job or if somebody else comes in we’ll be massively behind them.
“It’s important we go out there and play how we’ve played in certain games this season because we have played some good football this season.
“I think the fans enjoyed Villa away, Blues and Newcastle away. It’s up to us to go to Blackburn on Saturday and give them something to be proud of."
