Several of Cathro's recent signings are from various countries abroad, leading to some questioning their appreciation of the standards fans expect.
"This is tens of thousands of people's Real Madrid," said Cathro.
"Everybody understands clearly the size, the importance, how much love and passion there is for this club."
Hearts remain in fourth place in the Premiership but have gone four games without a victory.
Last week's Scottish Cup defeat by city rivals Hibernian, who are in the Championship, was followed by a top-flight defeat away to Partick Thistle.
More to follow.

Turner Prize nominee Ciara Phillips is the fourth artist to be commissioned to make a dazzle ship design.
The work celebrates the untold histories of women during the war.
It was inspired by the team of women who worked under British marine artist Norman Wilkinson, who invented the dazzle technique.
Mr Wilkinson designed the abstract dazzle ship patterns and disorientating shapes to prevent the enemy from determining a vessel's range, speed and direction of travel.
Ms Phillips's work is entitled "Every Woman" and was co-commissioned by centenary art commissions body 14-18 NOW and Edinburgh Art Festival.
A spokeswoman for the festival said it took the artist's medium of screen-printing to a "new scale", covering the entire surface of the ship with a "bold gestural design".
It was painted on the MV Fingal, a former lighthouse ship at Leith docks.
The design, to commemorate the centenary of the Battle of Jutland, also celebrates the women who worked as telegraphists and signallers during World War One.
It includes a message in Morse code embedded within the pattern in retro reflective paint reading "Every Woman a Signal Tower".
The message will shine out in the darkness, celebrating the ship's former role as a supplier to remote lighthouses.
Hearts head coach Ian Cathro insists his players have a full understanding of the size and magnitude of the club they represent.
[NEXT_CONCEPT]
A Glasgow-based artist has painted a massive design for a 72m (239ft) long ship as part of World War One centenary commemorations.