Ancelotti added: "We made mistakes but John Terry did not make any.
"This thing has not affected his form. There is no reason to take him out of the team. There is no way. He is our captain."
It was Bridge's long clearance that led to City's equaliser and afterwards City boss Roberto Mancini said of his defender's performance: "Wayne for me played very well.
"Wayne Bridge has been playing well and this team has a fantastic spirit and for this reason we won this game.
Mancini praises Man City's focus
"It was a difficult game because Chelsea is a fantastic team and has played for many years in the Champions League."
Tevez scored from the penalty and Bellamy added a tap-in to make it 4-1 in the closing minutes before Lampard scored with a penalty in injury time.
And with Juliano Belletti and Michael Ballack sent off as Chelsea missed the opportunity to move four points clear of Manchester United at the top of the table, Ancelotti conceded it had been a disappointing afternoon for his team.
"We are not happy because we lost a game where we had a good performance in the first half," added the former AC Milan boss.
"It was not a good day and we have to look forward. We are top of the league but it will be more difficult for us.
"I have confidence in this team and we are having a good season."
Hilario was in goal, replacing the injured Petr Cech, and was beaten with a weak shot for City's opener and from an acute angle for their second.
But the Chelsea boss said: "I don't want to criticise him because all the team lost balance when we conceded."
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