Malone said the Kings were a "bad basketball team" after the 113-100 loss, the Kings' fourth in their past five games.
"How many times do you have to hit rock bottom? Look at our record, we've hit rock bottom four or five times now," Malone told reporters.
"Maybe some of these guys are so used to losing that they're accustomed to it. I'm not. I'm not used to losing. I'm used to being in the playoffs, being a competitive team that takes pride in its defense. Right now we don't have a lot of guys to do that. I'm not sure what their rock bottom is, but I hit my rock bottom about one week into the season."
Malone, in his first season as the Kings' coach after spending the previous two seasons as an assistant with the Golden State Warriors, was particularly upset at his team's defensive effort as Sacramento allowed 36 points in the fourth quarter. The Kings also committed 22 turnovers in the loss.
"I don't know if anyone in that locker room is embarrassed, but I'm embarrassed," he told reporters.
The coach hinted that the Kings might need a roster shake-up to fix their problems.
"It's the same problem every night," he told reporters. "I guess we've got to get some better players who can contain the basketball, and right now we can't."