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."
Apart from a few occasions when either United or Arsenal have played on a Saturday and Chelsea on a Sunday, Chelsea have been either first or second in the table for the entire season.
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."
United are top with 69 points from 31 matches, Arsenal are second with 67 from 31 and Chelsea third with 65 from 30.
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