The 54-year-old says mental strength will be more significant than tactics as they take a 1-0 first-leg lead to the Allianz Arena on Tuesday
Los Blancos take a 1-0 lead to the Allianz Arena on Tuesday despite Bayern having dominated the first leg in the Spanish capital.
But Ancelotti insists his team will not set out to scrape a goalless draw from the return leg and has called on his players to show the mental fortitude required to reach their first final in more than a decade.
"It is possible to advance even if we don't score, but our intention is to do so," he told reporters. "We have scored a lot in the Champions League and in La Liga and my intention is that we do so again in this one.
"We can play different styles of football, but in the majority of games we try to attack. We look to take advantage of our physical and technical strengths.
"We know tomorrow's game is going to be very difficult. We are playing against a great team with a small advantage, so we are not that stupid as to think we have already qualified.
"It is true that we have athletes of the highest calibre; we are physically very strong. I don't think tactically the game is going to change a lot tomorrow. Bayern have their footballing philosophy, but I don't think tactics will be all-important. I actually think the mental side of things will be more important."
Ancelotti was not impressed with the way his side began the clash at Santiago Bernabeu last week and has urged his players to take the game to Bayern from kick-off next time out.
"We started too timidly in the first leg; if we do the same tomorrow it will be very dangerous. We need to start stronger, and must make a big effort. We will need maximum effort from everyone in order to reach the final. Our system is not all-important, the work aspect will be.
"Playing 4-4-2 or 4-3-3 won't change the overall outcome much. We will see two teams with different philosophies because of the players available to them. That's what makes football so beautiful. Personally, I prefer football that is quick during the build-up."