The club have announced a large cull of the playing squad at the City Ground, with 12 players relased and five put on the transfer list.
But Megson remains confident that the club can build for the future.
He said: "There are an awful lot of positives about the place - like the stadium, the academy and the supporters.
"And for me, that's been the biggest let-down because it's not been the supporters' fault.
"But I know if we get things right, then we'll have crowds of 25,000-plus watching us every single week.
"The supporters have stuck by us and hopefully they'll stick by us next season too because we're going to have to rebuild and we'll need their help."