We're sorry - Ancelotti
Suggestions that Real are lacking balance following the sales of Angel di Maria and Xabi Alonso were given further weight on Sunday as the European champions surrendered a two-goal advantage in a remarkable encounter on Sunday.
Things appeared rosy initially as a dominant start saw Ancelotti's men create a glut of chances, moving 2-0 ahead by the 11th minute thanks to goals from Sergio Ramos and Gareth Bale.
But it was the opportunities spurned that proved most important as David Zurutuza's double, backed up by goals from Inigo Martinez and Carlos Vela, earned Sociedad a remarkable 4-2 triumph.
Ancelotti was understandably frustrated afterwards, saying: "The match wasn't easy. It was like two matches. The first half-hour was easy. We thought the match was over.
"We did not have a good defensive system to maintain our two-goal advantage. We defended very badly.
"We are very sorry. I am sorry. I don't like seeing the team play like this. We must change our attitudes as well as our concentration.
"This is my responsibility. Something must change and will change."