Ancelotti's original decision to switch to a 3-4-3 system was an attempt to improve their defensive solidity as a leaky backline has seen them now concede two or more goals in their last six matches.
He admits it is still a work in progress and there remain issues to iron out.
"Of course we have to be concerned, we have to be worried, because we conceded too many goals, it is too much," he said.
"We are working on this. It is true we scored a lot of goals in these first games, we were really efficient up front and our strikers did really well in this period, but we conceded too much.
"We have to avoid this and we have to have, in one word, balance."