The Portugal international was expected to be rested ahead of Sunday's Primera Division encounter against Barcelona and the season-ending knee injury Jese picked up against the Bundesliga outfit only further increased the feeling the Madrid boss should not have risked his star man.
However, Ronaldo has stressed that he was keen to play and believes Ancelotti's decision proved to be the right one.
"I always want to play. I feel good and the coach – who makes these decisions – decided it was good for me to play," the attacker told the official UEFA website. "Things worked out well. I scored two goals and helped my team achieve a very important win to keep our good run going. We must continue on this path. Let's see what happens in the next few games."
Ronaldo then went on to discuss Jese's injury and admitted that the young attacker will be missed in the remainder of the season.
"Jese's injury is very bad news. He is going to be sidelined for a long time. He is a player who was helping us a lot. When he played he carried out his work very well and scored goals," he said.
"That's why it's such sad news for us, it represents an important loss."
The prolific attacker also spoke about Madrid's ambitions in 2013-14 and stressed that the club has set its sights on the treble.
"Let's see who we get next but I see the team doing well at the moment and, one step at a time, we will try to achieve our objective of winning three competitions.
"We know that will be difficult but at Madrid, we have to aim high. With that attitude, anything is possible."