The departure of Jose Mourinho from Chelsea comes in the wake of criticism from some quarters of the Portuguese manager's adopted style of play.
Jefferies is committed to his teams playing with panache, whoever the opponents, and believes the policy has served him well throughout his management career.
"I'm not under pressure," he said.
"If you go to Berwick, Falkirk, Hearts and Kilmarnock and ask these people where I've been successful, they've always enjoyed our philosophy, the way Billy [Brown, assistant boss] and I like to play football.
"We've been getting a lot of praise for that. I'm too long in the tooth and probably too old to change.
"We have to be organised, we have to be disciplined and we have to get the tactics right, but we go out to win every game and you have to do it in the right way.
"All our training and all our philosophy has been getting the ball down and passing it and playing, and getting the players to do that.
"Kilmarnock have been given accolades in the past couple of years for being an entertaining side to watch and we'll always continue to do that."
Killie have finished fifth in Scotland in each of the past two seasons, and have made a respectable start to the current Clydesdale Bank Premier League campaign.
Jefferies is not taking another top-half finish for granted, and recognises that Saturday's opponents, St Mirren, will be competitive at Rugby Park.
With 10 points from six games, including clashes with Celtic and Rangers, Killie are sixth in the table, two places ahead of St Mirren.
"People say we've done well and we've started well," said Jefferies, "but there's not a lot between the teams and they are well capable of winning the game as well.
"We've got to make sure that doesn't happen and we'll only do that if we play well and work extremely hard."
After losing Steven Naismith to Rangers at the end of August, Jefferies will look to ensure he is not missed, and the loan signing of Ryan Jarvis helps in that respect, but he can see St Mirren have similar ambitions to Killie.
Buddies manager Gus MacPherson added several players to his squad over the summer, after his side survived their first season back in the top flight, and remains on the look-out for new faces.
Former Killie striker Craig Dargo arrived at Love Street on a free transfer after turning down a new contract at Inverness, and Jefferies expects the 29-year-old to be a big success once he recovers fully from a knee injury.
"Gus has done extremely well," said Jefferies.
"I think they've been unlucky with Dargo, that he's not been fit."
Jefferies has no regrets about releasing Dargo to join Inverness in 2005.
He explained: "I had young Naismith coming through at the time, and I said to Craig, with the injuries he had, that if he wanted to go and play regularly then maybe a move was the right thing for him.
"I think it proved to be right for him. He went up there and he did fantastically well. It was the right club to move to at the time.
"St Mirren did really well to get him. A few clubs might have liked Craig Dargo in their ranks. I'm sure when he's back playing he'll do a good for them."
St Mirren have six points, and will be looking to end a three-game losing run which began with their shock League Cup exit against East Fife.
Jefferies said: "Gus knows what his targets are and it will probably be to challenge for a top six place and he'll know they've got to win games like this to do that.
"We're not getting carried away with anything other than that we know we're the favourites, because we're at home and we've had a decent start and we're a decent side, but that's all right on paper.
"We've got to make sure when we cross the line we show people why we're a decent side."