The Blues have won just one of their five league matches on the road this campaign and went down 2-0 at Newcastle United on Saturday.
"Of course I am worried, and I read in previous years it happened the same," BBC Sport quotes him as saying. "[Chelsea] were successful in cup competitions but not successful in the Premier League.
"They qualified for the Champions League because they won the Champions League, but they finished fifth or sixth in the league. Last year in December, they were not in the race for the title because they were already 20 points behind.
"This season, we have played five matches away in the Premier League - I know at difficult places to play difficult matches - but we have one victory and we have two defeats."
Chelsea are currently second in the league table with 20 points from 10 matches.