After kicking off 2018 with a victory to remain firmly in the hunt for automatic promotion, the Bantams have taken just five points from a dozen games.
It is a run that has seen City slide to 11th in the table and seven points adrift of the play-offs, albeit with a game in hand on many of their rivals.
“I honestly can’t remember being on one like this,” said Kilgallon, a leading contender to be ‘Player of the Year’ at Valley Parade. “When you are up there and lose one, usually you still feel very confident.
“In January, we were fourth in the table. Then we lost against Yeovil in the FA Cup and it was like the end of the world. I don’t think it was just the game, as there was other stuff.
“But we can’t blame that now because it has completely gone. We were in such a good position. But everything has changed. People were not playing well enough and maybe still staying in the team because of the squad. You look at Blackburn on Thursday night (City lost 2-0) and see who came off the bench. They would be in our team.
“I would rather us just have been 10th all season because it hurts you and it will kill the fans as well. They don’t deserve that.
“That said, the season is not over yet. At the moment, no-one seems to want to take that sixth spot. We probably need to win six out of eight (to reach the play-offs). I can hear the fans saying, ‘Shut up’ when I say that and I do understand that. But we can still turn things around.”
The defeat at Yeovil saw Luke Hendrie, a popular member of the squad after joining on loan from Burnley in the summer, leave the team hotel before the match due to Bradford being unable to agree a deal for the defender.
“This sort of run is not something I have experienced and I don’t want to again,” added Kilgallon. “The worst thing is we could be looking back in the summer and thinking: ‘We have missed a big opportunity’. Only we can change that.”
Stuart McCall’s dismissal in February saw Simon Grayson handed the task of halting the slide. Asked about Kilgallon’s target of winning six of the remaining eight games, the City chief replied: “What other people do is out of our control.
“The bottom line is we have to put in a real wholehearted performance. There was not enough of that on Thursday.
Asked what he feels has been the big problem, Grayson added: “Confidence is lacking. But the players have also got to enjoy what they are doing. There are far worse jobs to be doing than running around and kicking a ball.
“The supporters want to see things happen and they are not getting value for money from the players at this moment in time. They should be busting a gut and desperate to go one step further than they did at Wembley last May.”
Last six games: Bradford City DDLLLWL, Walsall LWLLLL.
Referee: C Boyeson (East Yorkshire).
Last time: Bradford City 1 Walsall 0; April 1, 2017; League One.