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.
It is lucky for the champions that all their rivals have also dropped points unexpectedly during the same period or they could already have been cut adrift.
Not only are they not winning, they are not playing well.
BECKFORD EQUALISER
On Saturday they led with a first-half penalty by Didier Drogba, just about the only time he looked interested all day, but shipped a late equaliser to Jermaine Beckford.
"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.
Ancelotti bemoaned the lack of leadership in his team last week but even the return of captain John Terry and midfield dynamo Michael Essien could not instil any noticeable will to win on Saturday.
The Chelsea coach, who swept to a Premier League and FA Cup double in his first season in charge, is clearly unhappy with what he is seeing in his second campaign.
"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."
Although nobody at Chelsea is willing to say it, the unexpected departure of popular assistant coach Ray Wilkins at the start of the poor run and other subsequent staffing reshuffles appear to have undermined morale.
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.
They travel to Olympique Marseille in a Champions League dead rubber on Wednesday and then
