The Blues bounced back from this month's 6-0 thrashing at Manchester City by beating Malmo, only to be dumped out of the FA Cup by Manchester United on Monday.
Poor results have left Maurizio Sarri on the brink of the sack but defender Rudiger, 25, says part of the problem is a lack of authority on the pitch.
The Germany star said: "It's hard to replace people like John Terry, who was captain here and a leader. It's hard.
"You cannot cook a leader these days. But, at the end of the day, we have to try to follow in the footsteps of these players.
"But we were not talking about leaders when we were having an unbeaten run. It all seems as if it's based on results. If you have the results, we're not speaking about leaders."
Chelsea have suffered defeats to Arsenal, Bournemouth, City and United in the last month to slip down to sixth in the Premier League and out of the FA Cup.
Rudiger admits players have switched off after becoming mentally fatigued through learning stubborn Sarri's famed Sarri-ball style of play.
He said: "It's the same if you sit in the school the whole time listening to someone.
"Of course, sometimes, it gets mental, but at the end of the day you have to do your job."
Chelsea take a 2-1 lead into their Europa League last-32 second-leg clash against Malmo tomorrow night before a Wembley showdown with City in the Carabao Cup final on Sunday.
Rudiger said: "The [Malmo] game is not over yet. Nothing is decided yet.
"But, looking forward to the cup final, we need to gain confidence and get a good performance and a win."
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