The Bluebirds are seven points adrift of the Championship play-off places and have been placed under a transfer embargo.
Slade has insisted he is still the man to lead the club but Dalman says his position is under scrutiny.
"He knows the pressures; he's done this job before," Dalman said.
"Russell knows the score. I talk to him on a regular basis and he knows what's ahead.
"He has been here for a while with us and of course his position comes under scrutiny, it always has been. To say it never has been would not be true.
"The jury's out on every single one of us every time we have to deliver something."
Cardiff have been placed under a transfer embargo by the Football League following a breach of Financial Fair Play rules.
The Bluebirds have become the fourth Championship club currently under a transfer embargo, joining Bolton, Fulham and Nottingham Forest.
The embargo will be in place for the rest of the January transfer window.
Slade confirmed he had spoken with club owner Vincent Tan but said there would be no talks over a new contract for him this month.
The former Leyton Orient manager says Tan is still as committed as ever to the club and denied suggestions the Malaysian's scaling-back of club finances showed a lack of backing.
"You see bigger clubs building castles and thinking the investment they put in will give them a great chance, but it doesn't guarantee it," Slade said.
"You've got to cut your cloth accordingly. There are rules in place."
Slade continued: "You can't just go spending £5m here or there. Whatever we do it will have to be under financial constraints."

Plans for the Ysgol y Berwyn site were originally approved in 2015, and the campus was due to open in 2018.
But a petition called for a review of proposals that would see the Church own the buildings.
On Tuesday, Gwynedd's cabinet agreed to consult on the school's Church status.
The Diocese of St Asaph said it was "disappointed but not surprised" by the decision, and accused the council of making "a complete mess of this project".
"The fundamental issue here is that Cyngor Gwynedd (council) has withdrawn its support for this project and as a result has intentionally destabilised the partnership," said the Church in a statement.
The original plans would have seen the merging of Ysgol Bro Tegid and Ysgol Beuno Sant, a Church in Wales school, with the secondary Ysgol y Berwyn.
But following calls for the site to be designated a community campus - rather than a Church school - the council cabinet has agreed to a new formal consultation.
"Unfortunately, following a long period of working in partnership with the Church in Wales, the latest developments have caused great concern amongst governors and members of the local community and poses a significant risk to the success of the school," said the cabinet's education member, Gareth Thomas.
"As a result, the cabinet has decided to support the recommendation to hold a formal consultation with governors on the option to abandon the existing proposal."
In its statement, the Church said it felt the council "now has a responsibility to the community, children and the diocese to find a way forward that develops community and church education".
Church officials said they hoped the council would contact them over the developments "as a matter of urgency".
Cardiff City chairman Mehmet Dalman says the "jury is still out" on manager Russell Slade.
[NEXT_CONCEPT]
Gwynedd's council leadership has come under fire from the Church in Wales in a row over the future of plans for a new £10m school campus serving the Bala area.