Jermain Defoe insists Rangers are still heading in the right direction under Steven Gerrard despite seeing their trophy hopes fade for another year.
The Ibrox outfit look set to chalk up an eighth straight season without a major piece of silverware after being dumped out of the William Hill Scottish Cup by Aberdeen.
Derek McInnes' well-drilled Dons have been a thorn in the Light Blues' side all season, having also ended their Betfred Cup bid.
Rookie manager Gerrard arrived in May last year promising to make the Ibrox faithful happy, but with his side also eight points adrift of Ladbrokes Premiership leaders Celtic, he now admits he will face scrutiny over his performance as boss.
But Defoe has seen enough in the two months since he joined the club on loan from Bournemouth to leave him convinced that exciting times lie ahead.
The 36-year-old said: "Fans are going to be frustrated, just like the players. This is a massive football club and when you're playing for a big football club, there's big demands.
"You have to play well every game. The fans expect you to win, expect you to progress in these kinds of tournaments.
"But, I think in the short space of time I've been here, watching other games on TV and stuff like that, I wouldn't want to be in other dressing rooms.
"I think if you look at the quality we've got in the dressing room, the international players we've got, it's a time for the football club to be excited.
"The fans should be excited.
"Yes, it's a disappointment after the Aberdeen defeat, but I just think it can take time for things to build.
"You can get the best players in the world and put them together. But it's not going to become an unbelievable team overnight. Sometimes it takes time.
"And you've seen that with the best teams and best players.
"But if I was a Rangers fan, watching the games on the terraces with a season ticket, I'd definitely be excited. It's a club and a team definitely going places."
The early signs of Gerrard's reign looked so promising as he steered his side through four qualifying rounds to seal a place in the Europa League group stages.
And while McInnes' team have had the upper hand in cup competitions, Gerrard is on course to re-establish Rangers as the country's second force having built up an eight-point lead over the third-placed Dons in the table.
Defoe admits transforming Rangers into a side capable of lifting cups and titles will be a longer-term project.
"Of course it's a building process," he said. "It doesn't matter who the manager is. Obviously the manager is a winner. Look at his playing career and everything he's won – he's a winner.
"You can imagine how he feels after the Aberdeen defeat. He's brave, he's going to take it, take all the blame himself.
"But, at the end of the day, you guys don't see how hard everyone works behind the scenes. Not just the manager, but the staff and everyone.
"It's going to take time but I'm confident we're definitely moving forward. It's just a massive disappointment losing to Aberdeen."