Azpilicueta's team mate N'Golo Kante has been ruled out of the World Cup after undergoing an operation on a hamstring injury, while Reece James is in a race to be fit for the tournament after injuring his knee.
Chelsea have three Premier League fixtures, two Champions League games and a League Cup tie before the World Cup in Qatar begins on November 20th.
"It's difficult and it's sad because as players you want to go to the World Cup, but we have this schedule where we have to play for our club and do our best," Azpilicueta told reporters on Monday.
"We are fighting a lot for player welfare because the schedule is crazy. Sometimes we have to consider everything and I think we are in conversations with FIFA. It's difficult because I understand that the fans want to see football.
"We have five subs now, but we have in our team a couple of injuries that make it more difficult to rotate. We are playing every few days, but it's how it is and we have to step up."
Azpilicueta is expected to feature in Spain's squad for the World Cup, where they have been drawn into Group E alongside Germany, Costa Rica and Japan. They begin their group campaign on November 23rd against Costa Rica.
