The Italian coach says his side's 4-2 defeat in San Sebastian made him realize he needs to overhaul his tactics.
The European champion raced to a two-goal lead inside the opening 11 minutes of its Liga trip to San Sebastian, with Sergio Ramos opening the scoring before Gareth Bale doubled the visitors' advantage.
MORE: Beautiful people who love the beautiful game | Transfer photos
However, Sociedad came storming back to win 4-2, leaving Ancelotti re-evaluating his tactical approach for the 2014-15 campaign.
"We must start again from zero," the Italian coach said during a UEFA coaching conference in Nyon. "Something will have to change. We need to try something new. But I have faith in the fact that we can come back well after this defeat."
Madrid strengthened its squad with the additions of Toni Kroos, James Rodriguez and Keylor Navas this summer but the decision to sell Angel di Maria and Xabi Alonso, two key protagonists in last season's Champions League success, has been questioned by many.