Turkey sit bottom of Group A, without a point or a goal after defeats by Italy in Rome and Wales in Baku.
They face Switzerland on Sunday in the Azeri capital knowing they need to win to keep their slim chances of booking a place in the knockout stage alive.
“We are in a situation where we need a miracle to happen,” Gunes said.
“It will be very sad to go home from this tournament without any success.
“After the first game against Italy it felt like it was the end of the world.”
Centre-back Caglar Soyuncu said the most disappointing aspect of the opening losses, a second straight European Championship where Turkey have started with two defeats, was the defence.
“I’m sorry for the result. We want to close the chapter with three points,” he said.
“We are all sad, tomorrow is a completely new game. We are really sad to have conceded five goals in two games.”
Gunes took over in March 2019 and oversaw victories over World Cup holders France and Euro 2016 quarter-finalists Iceland during the qualifying campaign, losing just once.
The 69-year-old said he is likely to make alterations to his starting line-up from Wednesday’s loss to Wales in Azerbaijan.
Left-back Umut Meras will miss the match with Switzerland and could be replaced by Sassuolo’s Mert Muldur.
The likes of AC Milan’s Hakan Calhanoglu and Fenerbahce’s Ozan Tufan could lose their spots in the team.
“There can be changes. We are below our standard. We still have expectations,” he said.
“Umut is not playing tomorrow. We might have a change in midfield.”