Sloane's comments followed the Crows' 40-point capitulation to the Lions at AAMI Stadium on Sunday.
Adelaide responded to a disappointing fourth-quarter fadeout against Collingwood in round nine by kicking three of the first four goals of the match, but inexplicably fell apart in the second quarter.
The Lions piled on 14 goals to the home team's five after quarter-time to run out comfortable winners.
The shock result has left Adelaide languishing in 13th place on the ladder, and put the coaching spotlight squarely back on Craig.
"As a playing group we've probably let him [Craig] down to an extent," Sloane said.
"Craigy is copping a lot of flak, which is undeserved. He is doing everything right and he's trying to fast-track the young group we've got.
"Craigy will probably keep getting criticised unless we start putting up some really solid performances.
"It's going to be up to us as a playing group this week to really step up and not let him down."
After the loss, Craig accused his players of getting ahead of themselves, describing their approach to the game against the Lions, who hadn't won a game until round nine, as "immature".
Sloane echoed his coach's sentiments, suggesting the team didn't attack the game with the same mentality as it took into the clash with the reigning premiers the week prior.
"It starts with having an aggressive mindset each week and taking the footy we want to play to every team," Sloane said.
"It doesn't matter whether the team is at the top of the ladder or at the bottom of the ladder, we've got to take that same aggressive mentality into every game.
"Brisbane was up and about and they were ready and we were a bit reactive.
"It's a really even competition this year and if you don't come out with an aggressive mindset and a want to play, that sort of result will happen."
Compounding the loss was a knee injury to forward Taylor Walker who will miss the club's clash with North Melbourne at Etihad Stadium on Sunday.
Walker was recalled to the team to play the Lions after a two-week hiatus in the SANFL, but lasted less than two quarters into his comeback game.
The 21-year-old sustained minor damage to the posterior cruciate ligament in his right knee when he was tackled to the ground late in the second quarter.
He attempted to play on, but limped to the interchange bench prior to half-time and was replaced by substitute Jared Petrenko at the start of the third quarter.
Walker will have scans on Monday afternoon to determine the length of time he will spend on the sidelines.
The injury caps off a difficult week for Walker, who received heavy criticism for having a beer while watching the curtain-raiser to the game between Port Adelaide and Fremantle at AAMI Stadium in round nine.
Sloane said the injury was a blow for the talented forward.
"Taylor had a couple of real good weeks in the SANFL and he went back there with a great mentality," Sloane said on Monday.
"Craigy put a bit of heat on him to perform back there and he did exactly that.
"It was good to see him come back into the team. He'll be disappointed [by the injury] and we're disappointed for him, but he'll get himself right and will be back later this year."
Meanwhile, former best and fairest winner Bernie Vince is likely to be recalled for the clash with North Melbourne, following a standout performance in the SANFL.
Katrina Gill covers Adelaide news for afl.com.au. Follow her on Twitter: @AFL_KatrinaGill
The views in this article are those of the author and not necessarily of the clubs or the AFL
