On Saturday the Premier League champions were booed off at Stamford Bridge having spent the last few minutes desperately defending to hang on to a 1-1 draw against an Everton team who were thumped 4-1 at home by West Bromwich Albion last week.
Chelsea's draw allowed Arsenal to climb above them into top spot after they beat Fulham 2-1, with Manchester United also still a point ahead after their game at Blackpool was frozen off.
"I am disappointed. I am angry... the first half I think it was good, there was good spirit. The second half was totally different ... we lost the idea of playing our own football," Ancelotti told reporters.
"I don't understand why we changed, it was just long ball. We have a particular kind of football and we should stay with that," added the Italian.
"We didn't and it's difficult to understand why. Obviously I'm worried, we have to do better."
Ancelotti's men have now taken just five points from the last 18.
Defeats by Liverpool, Sunderland and Birmingham City were followed by last week's 1-1 draw at Newcastle United, with a 1-0 home win over Fulham their solitary Premier League success since October.
"We're actually a bit disappointed not to have gone on and won it," said Everton manager David Moyes after his players showed far more appetite for the battle.
"I knew a difficult moment would arrive but I didn't expect it to last so long," said Ancelotti. "It's too long.
"I saw the players looking worried, afraid and that's not our kind of football."
With midfield talisman Frank Lampard out of action since August, Terry struggling for fitness and Drogba going through illness, injury and then apparent disinterest, there seems a real lack of cohesion and the next month could make or break Chelsea's title defence.
