The Italian could not comprehend why some supporters abused the Portuguese forward at the weekend after he scored the opener en route to a 5-0 victory
The Portuguese winger scored the opener early on but was subject to abuse from some of the Santiago Bernabeu supporters for selfish play when he could have passed.
Ancelotti cannot comprehend why the Ballon d'Or winner was booed and also criticised abuse aimed at goalkeeper Diego Lopez, with some Madrid fans wanting Iker Casillas playing between the sticks in La Liga instead.
"I said before that I understand us being booed because sometimes that's what we deserved," he told reporters after the win. "Now, though I cannot understand it, because we made a great effort.
"Booing Cristiano makes no sense. As for Diego Lopez, I hope he was not hurt by the boos. Ronaldo's okay, he's not injured. He just had a little cut to the knee - nothing dangerous.
"On Wednesday we need a great atmosphere - both us and the fans dream of Champions League success. The team had a good attitude tonight and it will serve us well for the next game."
Borussia Dortmund are the team visiting the Bernabeu in midweek in the quarter-finals of the elite European tournament.