The Derbyshire club, who play in the eighth-tier Northern Premier League Division One North, have lost all 19 league and cup games this season.
New Mills have conceded 68 goals while three managers have left since June.
"It's tough but we've got a new squad and the players are starting to gel," Millers boss Garry Brown told BBC Radio 5 live's Non League Football Show.
Former Norwich City midfielder Keith Briggs took over from Roy Soule, who stepped down in June, but resigned after just 23 days for a job with Sheffield United's academy.
Andy Fearn was put in charge in July and appointed former Manchester City striker Shaun Goater as his assistant.
But Fearn and Goater lasted just nine league and cup games before resigning after a 7-1 home defeat to Prescot Cables.
Brown, who has overseen 10 league and cup defeats, added: "There's been a lot of changes to the squad and there's only three players still here from when we took over in September.
"There's no budget, it's petrol money these lads are playing for."
All is not lost for the Millers, who are bottom of the table, 10 points behind Harrogate Railway Athletic, the next team above them.
Brown, along with Paul Williams (his assistant at New Mills) and Lee Gregory, last season led Manchester team Wythenshawe Town to an astonishing 39 wins from 39 games played.
Bashley, who play in the Southern League Division One South & West, are also without a point after losing all 14 league games this season.
But they did manage a win in the FA Trophy preliminary round.

One resident said she felt the ground moving beneath her as she ventured into her back garden in Magdalen's Road, Ripon.
Fire crews were called to the street at 22:30 GMT on Wednesday, where they found a hole measuring about 20m (66ft) by 10m (33ft).
No injuries have been reported, with the area cordoned off.
The hole, in the back gardens of two properties, is estimated to be about 9m (30ft) deep.
More on this story and other news in North Yorkshire
Frances O'Neil, said: "I was just going to go down the steps that lead to my garden and realised there were no steps and the ground was moving.
"I turned back around, grabbed hold of a metal pole and pulled myself up and back into the house."
Ben Bramley, who lives in the other affected house, said: "I was a bit drowsy and my missus gave me a shout to say something was happening in the back garden and it sounded like a little landslip.
"I went outside and it was all dusty, my neighbour was out there in a dressing gown and it was a real mess."
Structural experts were called in to help survey the scene.
Mr Bramley added: "It's quite traumatic.. it's very close to our back door and the house, as you can imagine, is uninhabitable at the moment.
"The fire brigade and contractors were saying that it's likely to be structurally unsafe for a period of time, so we would need to move out. We might even be officially homeless."
Ben Cairns, North Yorkshire Fire Service station manager, said: "The area is well-known for gypsum deposits, so it's not the first time we have encountered this - although this particular sinkhole does appear to be quite large."
The fire service said the residents of four of the affected homes would not be able to return to their properties any time soon.
In 2014, a 100-year-old detached house in an adjoining street was demolished after a 25ft-wide sinkhole opened.
The British Geological Survey said Ripon lies in one of the most susceptible areas of the UK for sinkholes because of its "Permian gypsum deposits", which can dissolve more quickly than surrounding limestone.
Eamon Parkin, a landlord at the nearby Magdalen's pub, said he had noticed a visible change in the area's landscape over the past few years.
He said: "Growing up here, I know that it's a problem in Ripon and these things do happen, but where will it happen next?
"If you look over to where the park is, the land is changing over there. It used to be nice and flat, but now you can see a difference in the structure of the land."
If Chelsea boss Jose Mourinho thought he was having a bad time, he should spare a thought for New Mills.
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Seven homes have been evacuated after a large sinkhole opened up behind a row of houses in North Yorkshire.