Several of Cathro's recent signings are from various countries abroad, leading to some questioning their appreciation of the standards fans expect.
"This is tens of thousands of people's Real Madrid," said Cathro.
"Everybody understands clearly the size, the importance, how much love and passion there is for this club."
Hearts remain in fourth place in the Premiership but have gone four games without a victory.
Last week's Scottish Cup defeat by city rivals Hibernian, who are in the Championship, was followed by a top-flight defeat away to Partick Thistle.
More to follow.
Hearts head coach Ian Cathro insists his players have a full understanding of the size and magnitude of the club they represent.