The Italian coach is urging his players to avoid complacency ahead of Tuesday evening's encounter at the Vicente Calderon - in spite of their 3-0 first-leg lead
Los Blancos recorded a 3-0 win over their city rivals at the Santiago Bernabeu last week, but their Italian coach is taking nothing for granted ahead of the return fixture at the Vicente Calderon.
"We have a significant advantage but we need to play with the same focus as in the first leg to avoid problems," Ancelotti said at a press conference.
"We shouldn’t change our philosophy and we have to play with intensity to have possession. The best thing is to not to think about the lead that we have. It will be difficult because they are a very strong team.
"Matches between two teams from the same city are always more intense than normal.
"The only thing that we’ll talk about in the build-up to the match is about being well prepared for it and trying to play well, both defensively and in attack."
Tuesday's encounter is scheduled to kick off at 21:00CET.