Iyer could not have had a worse start since being appointed captain, losing all six games so far and being whitewashed in two series against Ireland (0-2) and England (0-4).
He came into the job with a huge weight of expectation on his shoulders after replacing one of the most successful white-ball captains in India's history but things have not gone to plan.
However, he is trying to remain positive and not bow to the negative public reaction to the results.
When asked if the expectations being placed on him were having an effect on his performance, Iyer responded: "It's not hard, honestly. I feel it's a privilege for me to take over the captaincy.
"Every individual dreams of captaining for the Indian team. And taking on from a high, definitely I love pressure, and I feel it's a privilege.
"So for me to thrive under pressure, to learn from these moments is definitely going to make me better going forward. And that's my mindset right now. Not thinking much about how people are going to think about this particular series because see, good and bad, it's part and parcel of this game.
"Going forward, I need to be extremely positive in how I'm going to basically nurture everyone who is playing around me, especially in overseas conditions. We know we are going to play in Australia and many other series before that. So the best camaraderie to fit in these conditions… our goal is that going forward, that is going to be our plan."
The string of poor results has seen India lose their spot as the No. 1 ranked T20I team in the world.
"We kept on going from one venue to another and we kept on facing challenges, especially in terms of the dimensions, the grounds, the conditions," Iyer said.
"We needed to adapt to it as quickly as we could but that didn't happen. That was one challenge.
"And the other one is definitely they outplayed us in all departments, I would say. So I think the combinations of all these points definitely led to this result."
Jos Buttler hit a swashbuckling century as England continued to dominate India, the hosts beating the visitors by 56 runs in the final game in Southampton to win the five-match T20I series 4-0.
India T20I captain Shreyas Iyer admitted his team is going through a transition period after losing to England by nine wickets to surrender the series 3-0.
England secured a series-winning nine-wicket victory in swashbuckling style against India in the fourth T20I in Bristol on Thursday.
India head coach Gautam Gambhir insists his T20 team will need time to get the combinations right after falling to their heaviest defeat in the format against England.
