Milan were without strike duo Kaka and Alexandre Pato but that cut no ice with Ancelotti, who told club website, acmilan.com: "We had the wrong attitude for this friendly, it was an important game.
"The match was already difficult, but after going 3-0 down in 15 minutes things got even more complicated.
"It is a bad blow, but now let's hope the holiday season is over.
"There was nothing to take from the game but we must look forward.
"We certainly have to work on our defending. Even if we are getting back an important player like (Alessandro) Nesta, I don't think he alone can solve every problem."