The Foxes have found the back of the net in their last 13 matches in all competitions, but they failed to take their chances last weekend as Newcastle United recorded a 2-1 win at the King Power Stadium.
The East Midlands outfit now sit six points adrift of Burnley in the race for seventh place in the Premier League standings, and Chilwell says that Claude Puel's side must become more ruthless in front of goal.
The 21-year-old is quoted by the Leicester Mercury as saying: "It just didn't fall our way. I'm not sure of the stats, but I think they probably only had two shots and scored both of them. That shows at the moment things are going against us. When a team has a chance, they seem to score.
"It's not an excuse, but it's just how it is and we need to make sure that we limit those chances that other teams get and, when we get chances, make sure we score them and be more clinical."
Leicester travel to Turf Moor to face Burnley on Saturday afternoon as both clubs look to boost their hopes of qualifying for next year's Europa League.