"You have to play better at home in front of our fans. They deserve better than this," Saunders said. "We need to play better for them. It's a fact of us and myself not executing enough. We're just not coming up with that big hit. Hopefully the tide turns."
The loss also marked the first time this season the D-backs have been shut out and the first time at home since Sept. 6, 2010, against the Giants.
"Whenever you get shut out, it's going to be frustrating," Paul Goldschmidt said. "We just have to find a way to get the job done. Everyone is focused on the team, we're trying to get on a roll."
Rockies starter Christian Friedrich kept D-backs hitters at bay in his first start against the club, turning in the best performance of his young career with seven scoreless frames while giving up just four hits.
The D-backs put four runners in scoring position against the 24-year-old rookie but batted 0-for-5 with two strikeouts in those situations. In total, the team hit 0-for-8 with RISP on Monday.
"We weren't able to get on him early, and he settled in after that and threw pretty good," D-backs manager Kirk Gibson said. "He totally had us covered, we didn't swing the bats well at all. It's been a trend. I'm not sure what to tell you about it."
As a silver lining to an otherwise disappointing night, Goldschmidt extended his career-best hitting streak to 13 games with a double in the first but went on to strike out twice with a runner on third.
"We had a few [opportunities], but we weren't able to capitalize," Goldschmidt said. "That's obviously going to hurt you."
Following up Trevor Cahill's shutout on Sunday, Saunders served up four runs (three earned) in the first four innings, but battled into the seventh to help save the bullpen. Despite getting knocked around, the lefty thought his stuff wasn't too bad, but that the Rockies managed to beat him anyway.
"I made some good pitches and they found holes," Saunders said. "After I gave up the runs, it was a matter of keeping my team in the ballgame as best as I could."
Marco Scutaro got the scoring started for the Rockies in the first inning with a sacrifice fly after Dexter Fowler led off the game with a triple into the left-center-field gap.
The D-backs worked the bases loaded in their first at-bat with two outs, but Jason Kubel flied out to end the inning.
"The first inning, I definitely didn't have the feel for the fastball," Friedrich said. "[Catcher Wilin Rosario] started calling some offspeed pitches and we got out of the jam. He had the confidence in me to throw those breaking-ball pitches, and it worked out."
The Rockies went on to extend their lead to 3-0 in the second with four straight singles to start the inning. A passed ball by catcher Henry Blanco allowed the third run of the game to score before Saunders minimized the damage with a strikeout and two groundouts.
"Obviously, when that happens you think one thing and he thinks another thing," Saunders said of the passed ball. "You have to go look at it on video. It was just a mixup."
After the D-backs again stranded a runner in scoring position in the second, Rosario hit a solo homer in the fourth to put the Rockies ahead, 4-0.
Aaron Hill and Gerardo Parra contributed leadoff doubles in the sixth and eighth, respectively, but they were stranded like the rest of the D-backs baserunners.
"It wasn't a good game for us. Colorado has been playing very well and we didn't match them tonight," Gibson said. "We had opportunities, but we didn't produce. We were never really in the game."