Embarrassed by a stinging loss to Essendon in round three, the Blues were expected to rebound on Saturday against a Melbourne team that  had not won since June last year. Instead, the Blues slumped to a shock 23-point loss at the MCG, compounded by injuries to Troy Menzel (quad), Dale Thomas (shoulder) and defender Michael Jamison, who was on crutches in a dressingroom that  had the atmosphere of a morgue.

Having begun the year with expectations they would build on last year's finals performance, the Blues would appear to already be out of September calculations, lacking on-field leadership, direction and toughness and leaving coach Mick Malthouse winless after the first four rounds of a season for the first time in his coaching career of three decades.

The Blues now face the possibility of remaining winless after at least seven rounds, with the Western Bulldogs, West Coast Eagles (Etihad) and Collingwood to come in the next month.

After a week of debate over his game plan, Malthouse, contracted until the end of 2015, was again forced to defend his defence-first mantra, declaring he would not second-guess himself and was prepared to "wear all" of the criticism the Blues will receive this week.

"I don't liking doing any pump ups but my last seven years in AFL football have all been in finals. The game hasn't changed dramatically in the space of six months [since the Blues made the finals]," he said.

"Seven years is seven years of getting sides in finals. Therefore, what I base that on is a sound defence, a good football side adhering to the rules. We are a football side without confidence. We are getting beaten badly around certain areas of the game and we haven't got enough contributors and we are not scoring.

"That doesn't mean I am going to go and throw out the game structure just because we are zip and four ... I am not going to start second guessing myself because all of a sudden we are zip and four."

Despite his men lacking confidence, the Blues won most of the key statistical categories. But their wastefulness in front of goal again hurt.

With skipper Marc Murphy well beaten by Demons counterpart Nathan Jones, the latter in a new role of tagger and voted best on ground by his coach Paul Roos, veteran Blues utility Andrew Walker was prompted to say on 3AW on Saturday night that the "yuck feeling" of the dark days of the mid 2000s had returned.

Malthouse said all the club could do was to "keep persisting".

"We are zip and four. There is no use hiding it. But that doesn't mean I have lost faith in the side," he said.

"There comes a point I suppose when you lack confidence. Even the handpasses, you generally are going to go 85-90 per cent [efficiency], we were 80 per cent. Our kicking was far worse than that. A few of the boys have lost confidence.

"How do you restore confidence? I guess after a loss you are closer to your next win. We have to make sure we keep persisting. We are not going to do a lot different."

Malthouse was forced to defend using Murphy for lengthy periods up forward, justifying the decison to not use his premier midfielder on the ball when the game was in the balance on the need for the Blues to have greater potency up forward.

"I think Murph was beaten on the day. It was certainly not a lack of effort," Malthouse said.

Enjoying his maiden win as coach of Melbourne - and the Demons' first since round 14 last year - Roos was delighted with the leadership the likes of Jack Grimes, James Frawley, reborn as a forward, Chris Dawes, in his first match of the season, and Jones provided.

Dawes rang Roos through the week and pleaded to be selected in the seniors after a summer hampered by leg problems.

"Nathan Jones' game was clearly best on ground for me," Roos said.

"It does help when your better players play well. They tend to drag the others along."

Roos has spoken regularly about the mental scarring his men had endured through losing seasons before he joined the club, and says the breakthrough win was "a step in the right direction".

"To beat a team that has been under the pump and did come out really hard and was unlucky in the end, they kicked a lot of points at the start of the last quarter, for us to steady and win was really important," Roos said.

Earlier, Blues chief executive Greg Swann suggested it was almost certain the Blues and North Melbourne would clash in the inaugural Good Friday match next season, beginning at 4.30pm. The match would finish in time to lead into prime-time viewing of Channel Seven's Good Friday appeal.

As round one is expected to be held at Easter, the Blues, however, will have to relinquish the season opener against Richmond on the Thursday night to secure the Good Friday game, a move Swann said the Blues were prepared to make.