The Azzurri lost 3-1 to Wolfsburg on Saturday.
“We ought to be worried, because worry makes us do better next time," Ancelotti told Sky Sport Italia.
“I was worried after Liverpool and that allowed us to do well against Borussia Dortmund. The psychological aspect is important and today was an ugly performance. On the one hand we did better in tactical terms, but on the other were worse off in defence.
“At the moment we can't keep a high line, as we don't have the right timing and get caught out far too easily. Right now it is better if we defend a little deeper, the way we did against Dortmund.
“It's an approach we will take in future, but we need balance and it's more advantageous to err on the side of caution and help the defence.
“I imagine a Napoli side that is solid, attacking, technical and aggressive. There was a lot of quality in the midfield today, and in fact our possession statistics improved, but we were worse off in defence. We've got to improve.
“Certain tactical movements need to be practiced again and again to make them second nature."