A late goal from Rory Fallon was not enough to save Swindon, who lost 3-2, prompting angry supporters to gather outside the stadium and protest against King.
King did not comment to the press after the game, leaving reserve team boss Iffy Onuora to offer his support.
He said: "Andy is a proud man and this has hit him hard.
"When a team loses it always reflects on the manager, especially when you are on a run like we are."