The European champions suffered a 2-1 defeat at the hands of local rivals and Liga title-holders Atletico Madrid on Saturday, with Arda Turan coming off the bench to net the winner in the 76th minute.
Atleti had taken the lead through Tiago before Cristiano Ronaldo levelled from the penalty spot.
But Ancelotti, who saw his side lose 4-2 to Real Sociedad last time out, insists there is no problem with the team's setup.
"We don't have a problem with the system," he said. "The problem was a lack of intensity.
"We have to analyse why there was a slump in the second half and how we fix it. The first half was good, like against Real Sociedad. The second wasn't.
"We haven't repeated the good first half. We lost pace and aggression. We're paying for the mistakes we're making.
"There are moments where things don’t work out and we have to change and react quickly.
"The early season isn't good but it's only the beginning. We'll fix it."
Goalkeeper Iker Casillas appeared to be the subject of jeers from fans at the Santiago Bernabeu, particularly after Atleti's first goal, but Ancelotti said he was unaware of the negative attention.
"I didn't hear any whistles," he insisted. "I was focused on the game and I just think of tactics. I don't hear the supporters."
