Falling to the NBA champions after playing hard is understandable. What isn't is his team losing to the worst team in the league, at home, when it comes at the end of a five-game road trip for the Atlanta Hawks, who handed the Nuggets a 110-97 loss Wednesday.
The good news is Denver doesn't have to wait long to try to atone for its effort from Wednesday.
The Nuggets (21-20) host the Memphis Grizzlies, a Western Conference team struggling nearly as much as Atlanta.
"I'm not going to use the word embarrassing because that would be disrespectful to Atlanta," Malone said. "You've got to give them credit. They came in here and beat us. But for us to come out with the lack of energy, lack of a sense of urgency was really disappointing. At the end of the day I put this loss on me."
Like the Hawks, the Grizzlies (13-27) are coming off a win over a playoff hopeful in the New Orleans Pelicans.
Memphis has started to play well after a tough stretch in which it lost 19 of 21 games. Since then, the Grizzlies are 4-4, including a 105-102 win over New Orleans on Wednesday night.
It was a rare close win for Memphis, and it came after a four-day break it the schedule that helped the team iron out some issues.
"We talked about it was kind of a minicamp for us, but it was much-needed," center Marc Gasol told The Memphis Commercial Appeal after Wednesday's win. "Obviously, in the month of December, we had so many games and so little time to practice. Once you have that little window to practice, you have to take advantage of it. Obviously, there's the downside where you might be a little tired and you might be a little gassed. But it was completely worth it and needed."
The Grizzlies, perennial playoff participants, appear headed to the lottery but have a sliver of hope of reaching the postseason. They're seven games out of the No. 8 seed and could get guard Mike Conley (Achilles) and forward Chandler Parsons (right knee) back from injury.
Denver has dealt with injuries all season, and got some good news this week about forward Paul Millsap. Millsap, who had surgery to repair ligament damage in his left wrist, had his cast removed this week and has started some light workouts.
The hope is he can return soon after the All-Star break, but the timetable is fluid.
Getting the power forward back in the lineup could help center Nikola Jokic, who has had three tough games in his last four. After averaging 18.4 points in eight December games, he is averaging just 12.2 in five January games. He scored eight points each against Utah and Sacramento, and against Atlanta he was 4 of 21 from the field, missed all eight of his 3-pointers and finished with nine points. He did get 12 rebounds and seven assists but has struggled while playing some power forward with center Mason Plumlee.
Jokic wasn't the only one who struggled against the lowly Hawks.
Only Gary Harris, who was 11-for-14 shooting for a game-high 25 points, hit better than 50 percent from the field among the top rotation players.
Considering where the Nuggets were last year, below .500 and scratching to get into playoff position, they are not panicking yet.
"Look, look, look, we're 21-20," Harris said. "It could be a lot worse."