The Eskimos (5-8) lost all five games they played in the month, including Friday's 39-15 setback to the Calgary Stampeders (8-5).
"We played poorly in every phase of the game and Calgary deserved the win that they got," said Edmonton coach Kavis Reed. "Right now in a five-game losing streak, we're unstable."
It's the first time in their 64-year history that the Eskimos haven't managed to post at least one win in the month of September.
It was also the third time the Eskimos lost to their Alberta rivals in September, although the previous two games were a lot closer. The Stamps edged the Esks 31-30 on Labour Day in Calgary before also winning the rematch in Edmonton 20-18 four nights later.
"It's a tough pill to swallow — five in a row — especially against somebody in our division like this, Calgary," said Edmonton receiver Fred Stamps. "We have to figure out a way to get this monkey off our back.
"You can't take anything away from Calgary. They played good football. We just have to play better football, offence, defence and special teams."
One bright spot for the Eskimos was the play of rookie quarterback Matt Nichols, who drew the starting assignment with both Steven Jyles and Kerry Joseph nursing injuries.
"I felt like I got more comfortable as the game went along," said Nichols, who completed 14-of-26 passes for one touchdown and one interception. "I made a few plays here and there, but obviously not enough. We just need to put up some more points as an offence and help out our defence a little more."
Nichols tossed an 18-yard touchdown pass to Stamps in the second quarter and ran for a 17-yard score in the third quarter.
"I thought he did a good job of managing the game," said Reed. "Unfortunately we didn't get the time of possession that we needed because Calgary did a good job offensively of controlling the ball.
"He got us back into within 10 points late in the third quarter. Unfortunately we weren't able to hold them defensively to give him a chance to bring his team back."
Reed said that he'll evaluate during practice next week whether or not Nichols will get his second career start when the Eskimos met Hamilton.
"Whatever my role is next week, I'm going to do to the fullest extent," Nichols said. "I'm extremely happy I got the opportunity and that experience that I think will go a long way in my career."