Latics are currently second bottom having not won a league game since December 29 and Roberto Martinez decided to take his side for some training abroad having reaped the benefits in previous seasons.
Some fans were angered by the photos and Caldwell since has admitted that it was a bad move for the pictures to be posted online, saying that the players are fully focused on keeping Wigan up.
"Obviously, you need your downtime but we realise that one or two pictures of players lying by the pool that appeared on Twitter may have come across as disrespectful to our supporters and so we have decided ourselves as a group to take them down to avoid confusion.
"I can assure each and every one of our fans that the players are totally committed and focused on the fight to keep our club in the Barclay's Premier League.
"The fans have been different class all season, as they have been since I came to Wigan. We are all fighting together, fans and players, for the good of our club and I'm sure we will continue sticking together in the crucial weeks and months ahead."