The Kings made life difficult for the Jazz by regularly fouling the hosts in the second half, but the new tactic failed to prevent a 106-99 defeat.
"Some of our guys were like, 'Oh boy, what are we going to do now?' Now we have Isaiah, Rudy and DeMarcus all out.' It was shell shock," Malone told reporters.
"I'm going to do everything I can to extend the game and give us a chance to win. They were having their way with us, but we always try to identify certain guys who may be poor free throw shooters."
Sacramento have lost 14 of their 20 away games this season.