They started the month with a 1-0 win over Southampton U21's in the EFL Trophy, the last game of a four-match winning streak.
But since then the Saddlers have lost five league matches in a row, completing a terrible month for the club with a 2-1 defeat at home to Mansfield on Saturday.
Clarke admits that there's no 'magic wand' to turning around the club's form, but that he needs to keep working with the group to improve them.
“You can’t put your head in the sand, we’ve had an absolutely disastrous October," he said.
“Very promising September but October has been absolutely disastrous, glad to see the back of it.
“We have to rebuild, re-group.
“We've lost a lot of our fans at the minute, understandable.
“There’s no Houdini out there, no magic wand.
“We have players out there that are a little bit inexperienced and one or two of the experienced boys are feeling the pressure at the moment.
“You have to keep working away until it swings, and it will swing.
“It feels very painful at the minute.
“You keep working with them, there’s no magic wand.
“Players go through bad runs of form, I had loads of bad form throughout my play.
“You have to get them into form.
“How you do that, a bit of psychology and work on the training pitch.
“But there’s no magic wand that’s going to get them scoring goals, just keep working on them."
Centre-back Dan Scarr has been one of the more consistent players in the team, but the 24-year-old said that the players need to push each other to get out the 'mess' they're in.
“I think we need to raise our standards in training.
"We need to get ourselves out of this mess because we’re the only ones that can do anything about it.
"We need to push each other a little bit more, stick together and get ourselves out of it.
“There’s not really much you can do.
"You’ve got to be mentality strong and work hard for each other.
"I think we can work a little bit harder for each other so if we start doing that I think we’ll get ourselves out of it."