The 2-0 reversal at East Fife’s Bayview stadium saw the Bully Wee slip four points out of the promotion play-off zone.
The club does still have games in hand over others, including three on the second placed Fifers, so no alarm bells will be ringing yet.
But Malcolm says it’s about time the side started chalking up some more points on the board again by transferring all their effort on the training park during the week into action on a Saturday.
He said: “We have to start doing better defensively.
“We work on it on a Tuesday and a Thursday but then it comes to a Saturday and it’s the same problems.
“But hopefully if we do keep working on it it’ll start happening for us.”
Saturday’s game was blighted by strong winds which made life almost impossible for both sides.
But it was the Fifers who got to grips with the conditions better than Clyde. Malcolm added: “The first half was a bit of a battle and East Fife had a couple of chances.
“They came out in the second half knowing they had the wind behind them but we just never coped with it.
“They deserved to win it, they were the better team in the second half.”
Clyde’s game plan was hampered after 13 minutes when Scott Ferguson was carried off.
His replacement, Archie Campbell, was then later subbed.
“He has the quality but just had nothing about him to help us in the game so we took him off,” added Malcolm.