Pennant told the Yorkshire Evening Post: "Peter came into training on Thursday morning and just apologised for everything that had been going on.
"This week's been hard because none of the boys want to see the manager go. We don't think it's fair.
"We wanted to win this game for the manager, ourselves and the fans because they have been behind us all the way and that's nice.
"There was a bit of pressure on us, especially after the two big defeats at Leicester and Everton, but in training nobody was down and the team spirit was great and I think that's what has pulled us through.
"You could see in the game we were passionate and everybody was working well as a team. That's when you know the spirit is there.
"The gaffer told us to work hard and give it our all and that every time we've turned it on we've played well and deserved more than we've got at home.
"Afterwards he told us it was a great performance and that he was happy with everybody and that we deserved it. It's a lot of stress off his shoulders now.
"You could see at the final whistle he was relieved and now we can look forward to happier days."
Pennant is due to play his final game for Leeds against Manchester United on October 18th at Elland Road.
That would be a suitable time to net his first goal for The Whites!
"It was probably the best I've played," he remarked about the Blackburn game.
"It's nice to give something back to Leeds because I can only thank them for what they have done for me."