The Italian says he always enjoyed a good relationship with the Brazilian at his former club, while Zinedine Zidane spoke about learning the coaching reins under the coachCarlo Ancelotti has admitted he is "sorry" over Leonardo's decision to quit Paris Saint-Germain after he was given a 13-month ban for shoving a referee.
The Italian coach, who left PSG for Real Madrid earlier this summer, enjoyed a fruitful relationship with Leonardo at the Parc des Princes, as they secured several high profile signings during their time together.
But following Ancelotti's switch to the Bernabeu, the Brazilian also opted to quit his position of sporting director with the Ligue 1 champions after failing to overturn his punishment.
"I'm sorry for Leonardo. You have to respect his decision. I never had any problems with him," he told reporters after Madrid's 2-2 friendly draw with Olympique Lyonnais on Wednesday.
The former AC Milan boss then reflected on his first weeks in charge of los Blancos and on a battling display at Stade de Gerland, as goals from Alvaro Morata and Casemiro spared his side's blushes at the Stade de Gerland.
He added: "It was a beautiful night. A good match. At this point in the season, with 15 days of training less, it's different. We had a good reaction in the second period. It was a good warm-up match.
"This is a club with great history. Being coach of Real is a beautiful thing. I will do my best for this club."
Ancelotti was joined in the dugout by the club's new sporting director Zinedine Zidane, who revealed he had enjoyed being on the other side of the white line and paid tribute to the club's head coach as he himself looks to become a boss in his own right in the future.
"My first sensations are good," said Zidane.
"This is what I wanted to do. I'm happy to be on the bench and learn. The most important thing is to watch and pay attention to everything. With the coach and staff it goes well. There are worse than Ancelotti as a teacher, it's sure. Coach Real one day? We'll see. It is still far."