Thibaut Courtois says Chelsea must be more ruthless in front of goal.
Antonio Conte's Blues were held to a goalless draw in Wednesday night's Carabao Cup semi-final first leg with Arsenal.
They also failed to score at Norwich on Saturday, prompting an FA Cup third-round replay next week.
"Against Stoke we scored five goals but against other teams we have maybe missed too many chances," Courtois told chelseafc.com.
"Like 2-2 at the Emirates (on January 4) and 0-0 last night and at the weekend against Norwich, maybe we have to score more goals from the chances we create because I think we create enough danger, but we need to finish it as well."
Defender Antonio Rudiger added in the London Evening Standard: "I think the last pass is missing, the final part to score the goal. There weren't a lot of chances against Arsenal but some were there. We have to kill a match off."
Chelsea head coach Conte insisted it was not merely the forward players who are culpable, pointing to two missed headed chances by defender Andreas Christensen against Arsenal, who host the second leg on January 24.
"We are conceding less than last season, but we are not scoring like last season. We have to improve," Conte told Chelsea TV.
Despite Conte's comments and his support for Alvaro Morata, it appears the Spain striker is feeling the burden of expectation.
Morata scored seven goals in his first eight appearances following his £58million move from Real Madrid, as a replacement for Diego Costa, but he has since netted just five times in 21 outings.
Rudiger added: "As a striker it's normal that you want to score. Of course there are times when the head is down a little bit.
"I'm not worried about him. The whole team is with him and I think all the fans are with him.
"It's just a difficult period for him. Sometimes there are spells when you score and don't score, but his effort for the team is good and he always tries. If he scores again, everything will be fine.
"Can he win the second leg against Arsenal for us? Definitely. We saw it in the last round against Bournemouth. He had one chance and scored. When he does this again, everything will be OK."