The Federalists said that fixing the Articles of Confederation wasn't enough and just making a new document would be better.
The Articles of Confederation was ratified in 1781 and is known to be very weak. These Articles gave little to no power to the federal government. They could not tax citizens, create or enforce laws properly, draft soldiers, or regulate trade. Everything was entirely up to the states which meant they were barely ever on the same page.
The Anti-Federalists preferred the Articles of Confederation. They did not want a strong government and even associated it with British tyranny. They felt as if individual rights were more important. On the other hand, the Federalists thought the Articles of Confederation was too weak and was doing more harm than good. They thought that in order to have a strong country, they needed to have a strong government.
Eventually, the Constitutional Convention of 1787 was called in order to fix the Articles of Confederation. Obviously, this did not happen and the Articles ended up getting scraped all together and the United States Constitution was created. The Anti-Federalists obviously were not happy with this, but the Bill of Rights was created to protect the rights of the people and prevent the government from abusing their power.