Sarri is fighting to save his job after a dismal first season in charge at Stamford Bridge.
A tame FA Cup fifth-round defeat against Manchester United on Monday was the latest setback for Sarri, who has seen Chelsea suffer humiliating defeats against Manchester City and Bournemouth in recent weeks.
In a bid to cram in extra work on his football philosophy for players reported to be unconvinced by his plans, Sarri has introduced training on match days.
And Chelsea’s Germany defender Rudiger admitted the sessions can be a psychological challenge.
“It’s not like we are doing box to box runs. It’s not physical. It’s just the tactical things he likes to do,” Rudiger told reporters.
“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 fans turned on Sarri during the United game, criticising the possession-based style the Italian favours and calling for him to be sacked.
Amid reports he would be dismissed if Chelsea lose any of their next three matches, Sarri bemoaned a lack of time to spark a turnaround.
Thursday’s visit of Malmo in the Europa League last-32 second leg is followed by Sunday’s League Cup final against Manchester City and a London derby with Tottenham in the Premier League on February 27.
While Rudiger and his team are focused on defending their 2-1 first-leg lead against Malmo, he conceded Chelsea face a season-defining moment at Wembley on Sunday.
“First of all, let’s speak about the game tomorrow because it’s important for us to stay in this competition and fight to win it,” he said.
“Then, on Sunday, a big game against City at Wembley. That will show the truth. That will show our way this season.
“The truth in terms of keeping up with opponents like City, and also Liverpool and Tottenham.
“You always play for your manager, but you want results. You want to win. No player on earth likes to have the kind of run we’ve had.”
Download our app and read this and other great stories on the move. Available for Android and iOS.