The Blues have rectified their leaky defence in their past two games, but have been toothless in attack.
"We were not dangerous in the final third to get more from the game," Azpilicueta told the club's website after Saturday's 0-0 draw with Manchester United.
"And my feeling on the pitch is that we could have done more to get three points. Edou [Mendy] made two good saves so obviously at the end it is good to get a clean sheet and to recover that defensive solidity which is important. We want more and now we have to find a balance with good defensive performances from the whole team and also have that quality because we have a big threat up front with our players.
"It was a very even game where for moments we had our space, we controlled it, in the first half especially we controlled it better. In the second half sometimes we rushed it, we didn't keep the ball enough or we didn't move the ball good enough to create the space or we went sometimes straight and we lost possession, and that meant we lost a bit of control. Man United are a dangerous team as well but that solidity from the whole team, a great effort from everybody, it is important but obviously we want more."