Chelsea produced a lacklustre performance against Arsenal and found themselves 2-0 down after just 15 minutes.
Ivanovic said that Chelsea didn't believe in what they were doing early on in their heavy defeat.
"We did not believe in what we were doing at the beginning and we were punished," the Serbian told Chelsea's official website.
"As a team we did not answer anything the manager asked of us. We have to be honest with ourselves and put more attention on the small details. We have to be more focused and concentrated on the game".
However, the Serbian international is confident that Chelsea can turn things around.
"I know it is very disappointing and it hurts all of us, but the opinion of everyone in the dressing room was in the same direction. We have to build on that, stay together, work hard, and believe in what we are doing. I am sure we can come out of it stronger. We have to stick together," he added.