Saints reached the FA Cup semi-finals with a 2-0 win at Wigan in Hughes' first match in charge on Sunday.
Denmark international Hojbjerg netted his first goal for the club to set up their semi-final tie against Chelsea.
"We need to swallow this experience under a new manager and carry it forward," he told BBC Radio Solent.
Former Stoke manager and Southampton striker Hughes became Saints' fifth manager in five years when he was appointed as Mauricio Pellegrino's successor on Wednesday.
As well as April's semi-final, Hughes has eight Premier League games before the end of the season to pull the side out of the relegation zone.
Hojbjerg, 22, is hopeful his influence can engineer a change in fortunes.
"The most important thing he has brought is togetherness," he said. "That's staying together with and without the ball.
"A guy with a playing and coaching career like his, you can only have respect for and I admire what he's done.
"We're all listening to his input and we'll do everything in our power to get better between now and the end of the season."