Five days after his side were eliminated from the Champions League by Inter Milan, Ancelotti watched in frustration as his men were held to a 1-1 Premier League draw at Ewood Park by Blackburn Rovers.
"It's a difficult moment but we don't have to lose our confidence," he told Sky Sports.
"We tried to play football in the second half, but we lost some confidence in our play. They put more pressure on us ... we tried after they equalised but we were unlucky.
"It's been a hard week but every week is a hard week. Now we have to work hard and prepare for Wednesday's match at Portsmouth."
But Sunday's draw has left them four points adrift of United meaning they cannot pull level with them or overtake them at the top even if they win their match in hand.
Ancelotti admitted: "It is harder now to win the league but we still have a lot of chances to finish in first place and must just keep going."
