Beaten in the Community Shield and UEFA Super Cup before becoming the first holders eliminated from the Champions League at the group stage, Chelsea were ambushed by Corinthians 1-0 in Sunday's Club World Cup final in Yokohama.
The London club are also 13 points off the pace in the Premier League. Losing in Japan stung.
"It's a long way to come to lose," Frank Lampard told reporters after a final Chelsea dominated for the first hour before tiring.
"We didn't take our chances and we gave them a goal. This tournament was meaningful for us from the minute we for here. It is a big disappointment."
A fortuitous winner, headed home by Paolo Guerrero in the 69th minute after the ball had looped up off Gary Cahill's boot, gave Corinthians the title.
Chelsea's players slumped to the turf at the final whistle, Brazilian defender David Luiz in tears and having to be consoled by team mates.
The resurgence of striker Fernando Torres, who had scored five goals in his previous three games - against Nordsjaelland, Sunderland and Monterrey - was put into sharp perspective.
"You have to try and find positives," said interim coach Rafael Benitez, whose side play at Leeds United in the League Cup on Wednesday after a 6,000-mile flight back to London.
"Fernando had the chances. He scored a goal that was disallowed. He has to take these chances in a final because it's not easy to create too many in games like this.
"If you have two or three, you have to score. But at least he was winning a lot of balls in the air, he was fresh, and you could see that physically he is improving."
By the time Cahill was sent off in the 90th minute after kicking out at Emerson in retaliation for an elbow in the face, Chelsea's players look dead on their feet.
"I'm just blown away," said Corinthians goalkeeper Cassio, named player of the tournament. "We knew about Chelsea's quality but we stuck together. This title is for all of South America."
An estimated 20,000 Corinthians fans made the trip to the Far East, creating a carnival atmosphere in the final watched by 68,000 at Nissan Stadium.
"I want to dedicate this title to our passionate fans," Corinthians coach Tite said. "Not just the ones who travelled but all the millions back home. They were in our hearts."
Chelsea have to pick themselves up quickly to keep alive their fading hopes of catching Manchester United in the Premier League and prevent any more early cup exits.
"We have to keep ourselves in the hunt," said a dejected Lampard after Chelsea became the first European side to lose a Club World Cup final since 2006.
"We have the Europa League, the FA Cup and the League Cup all coming and we really have to keep pushing on."
Benitez, an unpopular appointment among Chelsea fans because of the Spaniard's time as Liverpool manager, made no excuses.
"At the end of the day you can create but you have to score," said Benitez, who will be hoping for reinforcements in attack in the January transfer window.
Benitez can expect another hostile reception when Chelsea take on Aston Villa at Stamford Bridge this weekend, but for the Corinthians a ticker-tape parade in Sao Paulo awaits.
"This was a real battle between the third world and the first world," said defender Paulo Andre.
"For our people, for our fans, who have a difficult life, it's so important to show the world we can beat teams like this and that we can be the best in the world - just once."
(For more sports news and updates, follow Ahram Online Sports on Twitter at @AO Sports and on Facebook at AhramOnlineSports)