Leicester manager Claudio Ranieri says he is “very, very angry” his team cannot replicate their Champions League form in the Premier League.
Riyad Mahrez’s goal secured a 1-0 win over FC Copenhagen on Tuesday to leave the Foxes one victory from qualifying for the Champions League last 16.
But the English champions, unbeaten in Europe with three wins in three, are 13th domestically after four losses.
Ranieri said it is a “psychological” problem and the league is his priority.
Leicester are only the fifth Champions League debutants – after AC Milan, Paris St-Germain, Juventus and Malaga – to win their opening three games.
“I’m very proud of the side from one side but from another, when I think of the Premier League, I am very, very angry,” said Ranieri, 64.
“In my career this has happened. When you are in the big competition for the first time you grow and then you lose something when you go back into your own competition.
“When you play in the Champions League you are switched on, very, very smart and focused on every situation. You use up a lot of mental energy in the Champions League.
“We want to change this though because the Premier League is our priority.”
Leicester have already lost more games in the Premier League this season than they did in their title campaign – and conceded 14 goals.
But in Europe, the Foxes have become only the third team to begin a Champions League campaign with three straight clean sheets, and they can secure a place in the last 16 with a win in Denmark on 2 November, having already guaranteed at least a Europa League spot.
“It is good to go into the Europa League but we are in the Champions League and we go step by step,” added Ranieri.
“We have to stay calm now and change our mentality in the Premier League because we have Crystal Palace coming up – a tough, tough match.”
Analysis – How far can Leicester go?
Phil McNulty, BBC Sport’s chief football writer
When Leicester’s thoughts turned to their first Champions League campaign, qualification from Group G would have been regarded as a major success for manager Claudio Ranieri and his players.
But the Foxes may just fancy their chances of taking the dream journey a step further.
Topping the group would make life a lot easier in the last-16 draw as it vastly increases the chances of drawing beatable opponents when all logic – something, admittedly, they defied last season – suggests they would struggle against Europe’s elite.
The King Power Stadium is a compact and atmospheric arena, swirling with noise, that is perfectly designed for European nights and making even the most illustrious sides uncomfortable.
If Leicester can keep up this form, and the likes of Riyad Mahrez, Jamie Vardy and Islam Slimani can provide the threat to supplement the defensive resilience that won the Premier League, then there may be plenty of sides they can trouble.”
Less happy news for Leicester from Tuesday’s win is a prospective Uefa charge after FC Copenhagen fans let off flares at the King Power Stadium.
The Danish champions are likely to face sanctions from European football’s governing body over the behaviour of their fans, but Uefa holds host clubs responsible for security inside and around the stadium before, during and after games.
A home club in a Uefa competition can be sanctioned “unless they can prove that they have not been negligent”.
Reaction to Leicester’s victory
The stats you need to know
Islam Slimani registered his first Champions League assist in his ninth appearance in the competition.
Copenhagen have only kept a clean sheet on one of their five visits to English soil in European competition (0-0 versus Chelsea in March 2011).
On each of the previous 64 occasions when a side has won their opening three Champions League group games they have gone on to progress to the next stage (including second group stage).
Leicester now have more points from three Champions League games (9) than they do from eight Premier League games (8) this season.