After taking the lead through Ruben Loftus-Cheek, Chelsea conceded twice in four second-half minutes, with Sarri dismayed at the way his players reacted to Raúl Jiménez's equaliser.
But the hosts fought their way back into the game and got their reward just before the hour mark when Morgan Gibbs-White found Raul Jimenez.
And Sarri did not mince his words afterwards.
"I think we played very well for 55 minutes", Sarri said.
"Suddenly we conceded a goal and we we were the same team on the pitch It's very hard for me to understand why". I am really very anxious, not for the result, but we didn't react to the first goal at all.
"We didn't react at all".
Having scored five goals in his last four appearances for Chelsea, the player is being backed to feature more over the festive period with games coming thick and fast.
It was a magnificent night for Wolverhampton Wanderers and their manager Nuno Espirito Santo who dared to be courageous in his selection, especially with the 18-year-old English boy Morgan Gibbs-White and was rewarded.
"We can lose a match, but not without a reaction". In the last championship in Italy, I lost the title with 91 points [at Napoli], so I know how important it is to win.
Chelsea academy graduate Andreas Christensen comes into the team in place of David Luiz in defence.
The promoted side had made a positive start to the campaign after Wolves managed to secure a point in draws with Manchester City and Manchester United.
"Manchester City are in another category", he added. "I want him to stay so I think there's no chance (of him leaving)".
Eden Hazard has been one of the top performing players for Chelsea this season and the Belgium worldwide will keep his place in the starting lineup.