The 54-year-old Italian is certainly no stranger to taking on a challenge in a new environment, with los Merengues having offered him his seventh head coaching role in a fourth different country, and the two-time Champions League-winning trainer knows full well that losing an unbeaten record is an inevitable part of the job.
Indeed, while it is still very early days in terms of Ancelotti's Madrid reign, his debut seasons with his previous six sides offer some cause for optimism for Blancos fans currently feeling down in the dumps after their first Liga derby defeat in 14 years ...
First league defeat: Second game, 2-0 away to Pistoiese
Ancelotti began his managerial career with Serie B side Reggiana in 1995. Despite a very early setback, the team from Reggio Emilia came fourth to secure promotion to the Italian top flight.
First league defeat: Fourth game, 2-1 away to Lazio
After leaving Reggiana, Ancelotti spent a year and a half at Parma, guiding the Gialloblu to a runners-up spot in his first season in charge and marking himself out as one of the top young coaches in Italy.
First league defeat: Seventh game, 1-0 away to Empoli
A string of poor results saw Marcelo Lippi dismissed as Bianconeri boss in February 1999. Ancelotti took the reigns but could only lead the Old Lady to seventh in the 1998-1999 season - despite a decent unbeaten start.
|AC MILAN (2001-09)
First league defeat: Fifth game, 1-0 away to Roma
With Fatih Terim sacked on 6 November 2001, Ancelotti was brought in to turn around Rossoneri fortunes. He did just that, with San Siro side ending up in fourth place before going on to bigger and better things.
First league defeat: Seventh game, 3-1 away to Wigan Athletic
Ancelotti enjoyed a dream debut season in West London, guiding the Blues to the Premier League title- their fourth and most recent English crown. Their shock loss at Wigan proved nothing more than a blip.
|PARIS SAINT-GERMAIN (2011-13)
First league defeat: 11th game, 2-1 away to Nancy
Replacing Antoine Kombouare on 30 December 2011, Ancelotti guided les Parisiens through his first 10 games unbeaten but the capital club would ultimately have to settle for second best, having finished three points behind champions Montpellier. Still, PSG would go one better in Ancelotti's second year at the helm.