And their domestic problems extended into the UEFA Champions League after Ancelotti's men, who were already guaranteed top spot in Group F, suffered a 1-0 reverse away to Marseille.
Next on the agenda for last season's double winners is a testing trip to Tottenham on Sunday.
"Everyone now thinks we will be beaten in our next game. I picked my strongest team against Marseille because we are in a bad moment and this was a chance to change that," Ancelotti said.
"But we missed this opportunity because we didn't win and we didn't play well, so the bad moment continues.
"Now we have a very difficult game against a very good Tottenham team and we all have to stay strong and focused.
"I am not worried about my position, just by the fact that we are not doing our best. We have to do better to move on from this moment quickly."