Sanderson has held one-on-one meetings with players in a bid to arrest Adelaide's shaky season, with Walker's loss compounding a 2-3 start to the year.
"Some of the (match review video) edits of passages that we play, they're quite embarrassed. They sort of shake their head," Sanderson said on Wednesday.
"I have had a lot of one-on-one meetings this week with some of our best players who have just come in with their head down, saying 'I'm letting you down at the minute, I'm letting the team down'.
"Sometimes when you're going through a bit of a form slump, players start blaming everything but themselves.
"But our guys will put their hand up. I'll put my hand up as a coach, I can coach better as well."
Adelaide's attacking spearhead Walker will have his right knee reconstructed after being injured in Saturday's loss to Carlton.
"It's a big challenge the footy club is going to have to face," Sanderson said.
Sanderson said his coaching ability would also be tested by the Walker blow.
"Throughout a coaching career there is going to be certain challenges you're going to have to face up to," he said.
"As a coaching group we're going to have to make some adjustments to how we play, how we structure up.
"Tex has been a vital cog in our forward attacking movements so without him there, we are almost going to have to reinvent ourselves."