Following reports that Premier League clubs are pushing to change the duration of the transfer window, the English Football League announced its clubs would hold discussions over the same subject.
Krueger has confirmed that the Saints will be one of the clubs rallying for change when the matter is raised at next month's Premier League shareholders' board meeting.
Southampton are one of several clubs who have had to start the season with an unsettled player and Krueger says the Virgil van Dijk situation has simply underlined the need for changes.
"I think that it's the system we need to look at, so we're a huge proponent of closing the transfer window before the season starts," Krueger said.
"We're a huge proponent of looking at why these kinds of situations even evolve.
"I don't see Virgil so much as a reason to put it all on him - I think it is part of what is happening in football and it is happening in other clubs.
"I don't need to list them, you know there's other clubs that have similar situations, so it's not like we're the only one and I have to say the key is how (Southampton manager) Mauricio Pellegrino has dealt with the situation.
"He is a very strong leader and he has kept everybody on the job and focused, and he has even dealt with Virgil very well and they are communicating openly with each other."