The Blues went to Sheffield third in the table and seemingly in decent form, but were hammered 3-0 by the Blades thanks to two goals from David McGoldrick and one from Oli McBurnie.
Chelsea’s top four spot is now under serious threat, with Leicester and Manchester United hot on their heels and Wolves not too far behind either.
They will be expected to bounce back on Tuesday night when they host bottom club Norwich at Stamford Bridge, but Abraham says they need to have a rethink of how they play.
The England striker feels the Blues are far too open, which gives them a constant attacking threat, but sees them far too prone to conceding.
‘Yeah, of course it’s fair,’ Abraham told Stadium Astro when asked if it’s fair that Chelsea may need to change their style.
‘We know that ourselves, we throw so many bodies forward.
‘We’re very vulnerable when we lose the ball higher up the pitch and that’s something we need to improve on.
We’re still a young, learning team. ‘If we want to be the best, if we want to win titles and leagues that’s something we’ll have to manage.’
Sheffield United cemented seventh place in the Premier League with the impressive victory as they continue their unlikely quest for European football next season.
Abraham admitted Chris Wilder’s side were impressive, but Chelsea were also well below par in their performance.
‘I just feel like we didn’t start sharp today,’ said the 22-year-old. ‘Give credit to Sheffield United, they disrupted the way we wanted to play.
‘They scored an early goal which frustrated us. We didn’t react. We made changes at half-time which kind of improved the game a bit but we just couldn’t get that goal today.’
Chelsea’s remaining three Premier League games are at home against Norwich, away at Liverpool and finally against Wolves at Stamford Bridge.