Blues boss Jose Mourinho called for defensive improvements after overseeing a thrilling 6-3 victory at Everton Saturday.
And, despite the glut of goals, Azpilicueta too would rather it had been straightforward.
"We scored a lot of goals but we conceded a lot as well, and as defenders we are not happy, but at least at the end we got the three points," he said.
"We are scoring more goals but we are conceding more goals from last year.
"As a defender I don't like to concede but I think we are playing better football collectively
I'd prefer to win 1-0."
Two of Mourinho's summer signings - Diego Costa and Cesc Fabregas acquired at a combined cost of £62million - showed what a difference they can make at Goodison Park.
Costa, a threat throughout, scored in the first and last minutes while Fabregas was influential in midfield.
Chelsea have already scored 11 times in three matches, conceding four, and taken a maximum nine points compared to the same spell last season which brought four goals, one against and seven points.
A lack of goals is what cost them in the title race last term, but that does not look like being a problem this time around.
"Last year sometimes we had to play very well to score goals and sometimes it looks easier now - obviously Diego is scoring for us," Azpilicueta added after seeing Costa take his tally to four.
"I played against him last season and he is a good striker and we are happy to have him in our team.
"He is a competitive guy who tries his best for the team
He is a worker and we want to provide better balls for the striker.
"We have to progress and keep improving
We have to play with more quality.
"It is important for the squad to keep pushing because we want to play better and to win the games, which is most important
You get nothing for just playing well and having possession.
"We have a very good squad and we have three wins from three games and it is important to start well."
Source : PA
Source: PA