Debutant Laurie Dalla Valle outpaced the home defence to latch on to a magnificent throughball from Chuks Aneke in the fifth minute and finished in fine style, before Crewe added a second goal in the 72nd minute through powerful striker Mathias Pogba's header.
"It's not gone well for us, but we've had a brilliant run so we can't complain," said Saunders, whose side remain in the League One play-off places.
"We're missing a few players who are out injured and I thought we lacked a bit of creativity in the wide areas. We just got stuck a bit and we didn't make the most of the chances we created and we also hit the woodwork when we should have scored.
"It was just not our night, but you have to give Crewe a bit of credit as well. They played a young lad who only signed the previous day and it's paid off for them when he's gone and scored on his debut.
"The lad's done well, but for us it's a criminal goal to concede and then the second came from a set-piece which makes it worse. We haven't been conceding goals like that recently and we had too many players below par."