The defender has delivered a damning assessment of the Saddlers after last Saturday’s 2-1 defeat Accrington and agreed with supporters who sang players weren’t fit to wear the shirt.
Walsall, who have lost their last six games, sit one place off the bottom of League One and three points from safety with four games to go.
Friday’s visitors Southend are just a place and a point above them, having failed to win since January.
Devlin said: “They will be going into the game thinking if they could pick a team in the division to play, it would probably be us.
“Maybe we are the same with them. I don’t think it’s going to be a very pretty game but it is one we just have to win.
“That is a cup final, there is no other way to say it. If we don’t win that, then there is not really much hope.”
Walsall then head to Wycombe, who they trail by five points, on Monday and Devlin added: “With how close the three teams are, next weekend is definitely going to decide the fate of the club.”
Martin O’Connor, who took interim charge of the Saddlers after Dean Keates was sacked earlier this month, tore into his team after the weekend’s defeat at Accrington.
Devlin, who scored Walsall’s goal at the Wham Stadium, believes he and his team-mates can have no complaints after being berated by the boss and a section of their own fans.
“We were getting a bit of stick from the fans, which was deserved,” he said.
“We didn’t turn up for them, like they have turned up for us - in their numbers.
“What they were saying was probably true, at Accrington we probably weren’t fit enough to wear the jersey. That is something, individually, we have all got to look at.”
Devlin continued: “It’s been said so many times after games this year, it’s just not good enough.
“I think a lot of times when a new manager comes in you kind of get that wee bounce but it didn’t happen for us.
“There was no point in the game when we looked good, when we looked like we were going to score, when we looked threatening.
“It was a really bad day, from start to finish and there has been far too many of them.”