The Blancos went back to the top of La Liga for the first time since the end of the 2011-12 season, at least temporarily, after Cristiano Ronaldo and Karim Benzema fired the capital-based club to victory at the Santiago Bernabeu.
The Italian trainer reserved particular praise for his resilient centre-backs and joked that all the records in the world will not change the fact that Madrid have their heart set on Champions League success to complete La Decima.
"I have to thank all the players for the record," Ancelotti told reporters. "As I have said many times, my players work very hard to retrieve the ball.
"In 2014 games, Pepe and Ramos have been perfect. The workrate of everyone has been very good though.
"I'm liking the record, but I have not forgotten that I won three trophies in pre-season. But they're far from the most important ones. The most important one has ears," he added with a smile, referring to the Champions League trophy.
Ancelotti also praised his players for balancing their offensive and defensive duties in their recent surge up the table, which has seen them leapfrog Barcelona and Atletico Madrid, though they both have a game in hand over the Blancos.
"We didn't recover possession well in the first half," the former Paris Saint-Germain boss continued. "We improved in the second half and it was easier to attack.
"The most important thing is the balance we have at the moment; it's the key. We defend and attack very well.
"We are calmer now. We will continue to fight & keep the intensity high. Everyone is doing their best."
Gareth Bale was hauled off at half-time but Ancelotti insisted that he is likely to be fit to face Espanyol in Madrid's second-leg quarter-final Copa del Rey clash on Tuesday.
"Bale didn't feel comfortable after the knock he received and that's why I took him off," he added. "He's not injured and should be fit to play in the next match."