Saints' 12-3 reverse to Worcester at Sixways last Friday was their fourth straight defeat and left them lying 11th in the table.
But Mallinder insisted in the wake of that defeat that his side's performances were improving, and that if they could begin to take their chances results would soon turn around.
"It's frustrating that we're not playing well and not finishing," he told Saints TV.
"You get opportunities in games and you've got to be good enough to take them. Last week we didn't do that.
"There are parts of the game that are working well. We've got a good set-piece and our defence was a lot better last week.
"But we've been working on the little things we need to improve in our attacking play this week, and if we put those into practice on Saturday then we'll play well."
In opponents Exeter, Saints are facing one of the league's surprise packages to date. The Chiefs have not been hit as heavily as some by World Cup absentees and are making the most of it to currently lie third in the standings.
And Mallinder, who has brought fly-half Ryan Lamb and flanker James Craig into his starting XV in place of Ben Nutley and Stephen Myler, has praised the approach of Rob Baxter's side, although he has made it clear he expects a home win.
"I've been very impressed by them," he added.
"Like us, Exeter's team is built on hard work, getting the basics right and sticking together, and they'll be really pleased with the position they're in. So it'll be a tough task for us.
"They've had a couple of good wins and for them to go to Welford Road and win there will have given their confidence a big boost.
"But we know we can beat them. On our day, if we get our game right, we'll beat them."
Exeter boss Rob Baxter, meanwhile, has given prop Ben Moon his first Premiership start while hooker Neil Clark makes the XV for the first time this term. Behind the scrum wing Josh Tatupu replaces Nic Sestaret.
While Saints are struggling at present, Exeter assistant coach Ali Hepher knows they remain a potent side.
"It's a test for any side going there," said Hepher.
"They are a tough team to beat and we are fully expecting a battle up there. They could easily have won four out of five games, so they will be as tough a battle as they'll ever be and they'll be looking to put in a big performance before their World Cup guys come back.
"They have massive threats across the board and going there is as tough as it comes. At home I know the Saints look to raise it to another level, so we have to go up there with our game plan and put in a level of performance to get something out of the game."
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