The Blues lost their FA Cup/Champions League-winning boss when owner Roman Abramovich swung the axe after some mediocre results and Spanish right-back Azpilicueta suggests the team itself could have taken more accountability.
"We have the most responsibility on the pitch, because the players play," he said.
"We sometimes made the wrong decisions and the wrong pass. We did the kind of thing that the manager could not do anything to correct. So it is true we had responsibility.
"It is true that we are in a period where it is not easy, but the season is long, it is important to be on top in the end. It is a kind of period we must pass the best as we can."