The Trotters have had a disappointing start to the season and are currently in 18th place, with just 12 points from 13 games.
However, Megson says the team spirit is good at the Reebok and the way the players celebrated Ivan Klasnic's goal in last weekend's 1-1 draw with Fulham proves it.
Megson told the club's official website: "More than anything else, the one thing that stood out for me was when Klasnic scored every single player went to the goalscorer - except (goalkeeper) Jussi (Jaaskelainen) who couldn't because of where he was.
"It showed that whatever we may lack, togetherness is not one of them."
Bolton last week