The Saddlers fell to their first league defeat of the season on Saturday after Crewe secured a controversial 1-0 win at Gresty Road.
Over the course of the 90 minutes, Walsall got into a number of dangerous positions.
But they struggled to create clear-cut chances and Clarke admitted his team must do better.
"We have got to be better," the boss said.
"Our delivery has got to be better and we have got to be better at getting on the end of those deliveries.
"All those bits and pieces we have to be better at.
"I think we have edged most of the games we have played in terms of statistics and territory. We just need to be more clinical.
"But I can't fault the lads, we are nearly there, nearly there.
"The chairman showed me a statistic the other day that we are the club that has had the most changes in all four divisions of the EFL.
"That takes a little bit of time. But do I think we are a million miles away? No - not at all."
Walsall, who are back in action against Newport tomorrow, were left furious with referee Alan Young for allowing Crewe's goal to stand on Saturday.
After Perry Ng's shot deflected off Zak Jules and Caolan Lavery, Eddie Nolan – who was in an offside position – fired in.
Clarke was adamant Nolan was offside and interfering with play when Ng hit the ball – meaning the goal should have been chalked off.
And the boss admitted he would now like to see VAR introduced into the lower leagues.
"Do I think we should be getting something at Crewe? Yes," the boss said.
"A refereeing decision has cost us a point, and our lack of ruthlessness in the final third has cost us three.
"Maybe the FA need to empty the bank balance a little bit and have a look at it bringing VAR into the lower levels.
"It’s people’s livelihoods, people spend their hard earned money and they want to see the right decisions. We all want the right decisions."