The Urban Warriors began the restart with a win over Richards Bay before suffering back-to-back defeats to fellow promotion chasers Tshakhuma Tsha Madzivhandila and Swallows FC.
The loss on Tuesday saw second-place Swallows close the gap on Ajax to three points with three matches left in the 2019/2020 campaign.
Despite the Urban Warriors' recent wobble, Rodgers says they are not intimidated by the fact that Swallows are gaining on them.
"No we are not worried we are just confused what we need to do in the next game," Rodgers tells snl24.com/kickoff.
"We taking it one game at a time. But for the next game we got to show more urgency to go forward so that we can score two or three goals like we used to, and then we make sure we secure the three points that are up for grabs.
"We would have really like to win the past two games but we haven't and we still have it all to play for."
On Saturday afternoon, Ajax will be facing eight-placed University of Pretoria FC at the Rand Stadium, while Swallows host Steenberg United at Makhulong Stadium on Sunday.