Khedira says the players have not yet fully understood Ancelotti's orders and are playing more as individuals than as a team.
"We're not playing well," he said. "We may be having some good phases, but for the majority of the time, we're playing too complicated, too individually.
"I don't know if it's just a matter of time or something else, but we have not yet found ourselves as a team."
Real did not win a trophy last season and are desperate to put some silverware back in the cabinet next summer, but Khedira says that is already starting to look complicated.
"We've got to improve quickly," he told Kicker. "Barca are already playing very consistently and Atletico have won all of their eight games so far too."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball