The Foxes were undone by set pieces against Aston Villa, losing 2-1 to two Ezri Konsa goals.
While Rodgers knows they can also improve their overall performance, he admits the set piece issue is one of their most pressing concerns.
He said post-game: "It's been constant, a lot of hours into analysing each opponent. You have to do your job as well, you have a responsibilty to mark Konsa because we know he stays out at the back post.
"We are not being caught out with something really clever, we know Konsa and Mings are their big targets in the box. The first goal is a second phase, so these are undoing a lot of really good work."
He added: "It's very fine margins for us at the minute, so if we can get the solutions to that [set piece issue], it's going to give us more solidity at the back.
"We've always done what we've done, I've felt comfortable with the ball coming into the box (previously), but we look more vulnerable this season on it. We have to work on it otherwise the fine margins will go against us. We're in touching distance of where we want to be."
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