Following Sunday's 1-1 draw with the Hammers at Old Trafford, United have statistically made their worst start to a league season for 27 years with just 20 points from 13 games.
But United were dominant against the Londoners, for whom goalkeeper Darren Randolph was a clear man of the match, and midfielder Herrera is convinced the corner will soon be turned.
The Spaniard said of the midweek rematch against Slaven Bilic's men: "It's very important, every game is. We want to turn the luck in the next game and the next game is League Cup. It doesn't matter the competition, it doesn't matter the game, we just want to win.
"We just want to fight for everything and we want to make our fans proud. I don't know what I can say to them. Sunday was a very tough day for all of us but I think they can be proud of the way we are playing and the passion we are playing with. It is unbelievable we are not winning games."
Herrera is not taking anything for granted, but feels United can be confident having already proved they have the measure of West Ham.
United had 17 shots to West Ham's six on Sunday and Randolph made a series of outstanding saves.
The 27-year-old said: "West Ham are a good side, it is not easy to stop them creating chances. They have (Manuel) Lanzini, they have (Diafra) Sakho, they have (Dimitri) Payet, they have (Michail) Antonio - they have very good players, but they just created two chances in the whole game.
"They didn't get the ball for one minute because we were the dominant team so, hopefully, on Wednesday, we can create as many chances as we did (on Sunday) and (then) normally we should win."