Chiellini gave his views after Cesare Prandelli's debut 1-0 defeat to the Ivory Coast at Upton Park on Tuesday night.
He said: "There is certainly a real desire to get back on track and cancel out the memory of this World Cup. Of course it was a disappointment, as nothing seemed to go right, but now we have a new group of players and staff.
"We want to bring Italy back to the level where they belong. We're well aware there is a lot of work to do, but after just two days of training together we started to see some interesting things.
"It's a shame about the result, as we could've equalised and paid the price for a defensive error.
"I was close to Kolo Toure, but the ball went just over Leonardo Bonucci's head and straight on to his. In these situations every centimetre counts."