The Italian coach was delighted with his side's ruthless performance in Germany but insists they must respect their opponents in the second leg
Two goals apiece from Cristiano Ronaldo, Karim Benzema and Gareth Bale have all but secured Madrid's place in the Champions League quarter-final, while Klaas-Jan Huntelaar scored a brilliant consolation volley in second-half stoppage time.
"The match was perfect," he told Canal Plus. "It was fantastic. We all played well together, working as one. I'm proud of all my team. It's hard to lose a game like that.
"Everything has gone well tonight - defensively and in attack. The front three especially looked very dangerous.
"Is the tie over? You have to have respect for everything - the opposition and their fans. Football is strange. We have to play. The first leg was very good, and the advantage is great, but we have to play well."
Madrid now turn their attentions to the weekend derby clash with Atletico Madrid, but Ancelotti admits it will be tough to consider rotating the team after Wednesday's display.
"All the squad are fresh. We may change some things, but it's not easy to change a team that's doing so well. I hope to repeat this performance on Sunday," he added.