Los Blancos suffered a surprise 1-0 loss to Alaves on Saturday evening to make it four matches without a win in all competitions, having also lost to Sevilla and CSKA Moscow in that run and drawn with Atletico Madrid.
Lopetegui is now under massive pressure at the Bernabeu just four months after taking over from Zinedine Zidane, but Ramos wants Madrid bosses to hold off from changing manager for a second time this year.
"Other people take decisions like that, but it's never good when there is a change in coach. It would be crazy," he told reporters after his side's latest setback.
"We have to move on, because the season is very long and there's a very long way to go. Whoever says Real Madrid are dead is always proved wrong in the long term.
"[The players] are the first people that need to do more to improve and we're trying to do that. It's not fair to point the blame at anyone, we're all conscious of the reality.
"Results are what people talk about and especially when you lose, but we are still committed, we are still ambitious and we still want to win, it's in our DNA. We're on the right path despite the bad results."
Madrid return to action on October 20 with a home match against Levante.