The Saddlers have won one and lost four of their five matches in League One since the turn of the year.
In those games, Keates’ men have conceded eight goals despite facing just 11 shots on target.
But while performances overall have been better than results, Keates felt the display against Rochdale last weekend was his team’s worst of the campaign.
And he has told his players to have more belief in themselves heading into Saturday’s clash at Blackpool.
“The disappointing thing for us is that we aren’t coming up against teams who are carving us open,” the boss said.
“At the moment, the only thing we are consistent at is being masters of our own downfall.
“That is what we are working on. That is what is being addressed this week.
"We have had meetings with the lads and a good chat because they were down after Rochdale.
“Rochdale wasn’t good enough. Now, I want to go to Blackpool and give a good account of ourselves.
“We have done that away from home the last few weeks at Gillingham and for long periods of the Plymouth and Charlton games.
"It was the same at home against Luton. It’s fine margins.
"But we’re not performing for 90 minutes. We’ve got to be bang at it from now on.”
Walsall finished the 2017/18 campaign sitting 19th in League One, two points above the relegation zone.
And Keates is adamant progress can still be made this year.
“It’s been tough and I can understand fans getting frustrated,” the boss continued.
“I come from a council estate in Walsall myself so I know people are struggling with how it is going.
“It is not been great since the first quarter of the season when we were on such a good run.
“Did expectations explode? I think they did. But from day one I have always said we are in a sprint with ourselves to get to 52 points.
“We would have hoped it would have happened a lot sooner.
“But we are in a position now where we want to finish the season as high as we can in the table.
“It’s not great. But there are teams below us who would take our position compared with there’s.
“And it can look a lot rosier over the next week. We need a performance and a result against Blackpool.
“Then we have our game in hand against Wimbledon on Tuesday.
“After that the table could look a lot differen. But that can work both sides – we are not kidding ourselves.
“We are well aware of the situation we are in. But we have got 16 games left and they are massive games.”