Sakic is "very disappointed" by a season marred with shaky performances at home and blown third-period opportunities. The Avs were in contention for the eighth and final playoff spot in the Western Conference before hitting a late skid.
"It is frustrating. It's disappointing," Sakic said before Colorado's final game of the season Saturday, a 5-3 loss to Anaheim. "But right now you're not going to make any rash decisions. We're all upset and need to take a couple weeks off and then get back to work, make some tough decisions going forward, do what we have to do to try and get better."
Sakic, a Hall of Famer turned executive, doesn't fault Roy and said "we're in this thing together." The tandem captured two Stanley Cup titles together during their playing days with the Avalanche.
"We all have to look in the mirror and figure out why it happened like this," said Sakic, whose team finished 17-20-4 at the Pepsi Center this season. "At the end of the day, I know by watching our hockey club, it was unacceptable to see from the start of the year to the middle of the year to the end of the year, blowing games by being undisciplined out there.
"But we have a plan. This isn't a quick fix. We still have to be patient with some of your younger players."
Roy said he appreciated Sakic having his back even if he never felt in danger.
"I have a great relationship with Joe," Roy said. "We all have to be better, the coaching staff, the players, the core. We know we have to do things a bit different next year in order to be more successful and make the playoffs. It's the objective that we have to make the playoffs. There's no doubt about it."
Sakic said it didn't sit well with him that his players didn't play with urgency with the postseason on the line. He said he didn't feel as if they had the "the emotion you needed" to make the playoffs. The Minnesota Wild struggled down the stretch, but still secured the final spot.
"We just didn't manage the games very well," Sakic said. "We have to see -- take a couple of weeks off to reflect, discuss and figure out if these guys want to learn what it takes to win and show it on the ice by playing the right way."
Roy, a Hall of Fame goaltender, was the coach of the year in 2013-14 during his inaugural season on the Colorado bench. He led the Avalanche to a franchise-record-tying 52 wins and a Central Division title. The team lost a first-round playoff series to Minnesota.
"He's got the passion. He's a winner, and he wants to win," Sakic said. "Players know exactly what he wants. It's one of those things where you don't always look at the coach."