The Blues suffered a 3-1 defeat to the Gunners at the Emirates on Monday, but Ancelotti insists he does not fear the sack despite of a string of poor results.
When asked if he fears about his future at Stamford Bridge, he told Sky Sports: “I am not. This is a question you have to ask the owner. I’m confident.”
He added: “The difference was the quality. Arsenal put more quality on the pitch than us.
“They were able to play with the football. They played better than us.
“We didn’t play well. We’re in a difficult moment. We need to try and win the game against Bolton.
“We have to continue to work. We worked well these last two weeks. We didn’t have a good performance today but we’ll try in the next game.
“The table is not good but this is the reality. We have to wake up. Now we are sleeping.”