The defender claims that the Italian was not riled by his side's inability to overcome Olimpic Xativa and believes they played well despite drawing
Los Merengues struggled to find a way past the third-tier side with Cristiano Ronaldo and Gareth Bale both sidelined, as Saturday's game ended goalless.
However, despite Madrid's surprising lack of attacking incision during the encounter, Nacho stressed that he felt they dominated and that the coach was not enraged by their failure to find the net.
"Ancelotti was not angry at all," the 23-year-old was quoted by AS.
"He asked for more intensity at half-time. I think the team was doing well, with good positioning, even though we didn't have many chances until the second half.
"This was a tough place to play and we knew that it would be. The team fought to the end and now we have to think about the second leg. We dominated in the second half and had clear chances, but it was not to be."
Los Blancos finished runners-up in the Copa del Rey last season, falling to a 2-1 defeat in the final against local rivals Atletico Madrid, and Nacho stressed that they cannot be complacent if they want to go one better this campaign.
"We should have won today," the Spain international conceded. "Now we have to think about the second leg and getting through to the next round. Although it will be played at the Bernabeu, there are no favourites."
Madrid host Olimpic in the last 32 second leg on December 18.