The Blues have been struggling to come to terms with a new system under Andre Villas-Boas and have kept just three clean sheets in the league this season.
Chelsea were thumped 5-3 by Arsenal last month - a far cry from the days of Jose Mourinho when they leaked few goals. And now Terry has called on his team-mates to tighten up the defence.
He said: "The manager wants us to play a little bit higher. We've leaked too many goals, for sure.
"It's something we've not been used to, and something we need to stop. Against the good sides they will go and bang in three or four, sometimes five.
"It goes back to thinking that, if you've got the right result in a game, don't be afraid to keep hold of it. Like we did a few years back, going 1-0 or 2-1 up late on and seeing it out. We need to do that at Chelsea. That was more under Jose, really."