Bayern head into the clash in fine form, having crushed Borussia Dortmund 4-1 in Saturday's league clash.
With that in mind, Ancelotti said his side needed to concentrate on themselves, not La Liga giants Madrid.
"We have to be focused on our play, on our intensity, on our strategy and not think a lot about Real Madrid," the Italian said.
"Because if we think too much about Real Madrid then maybe we're not going to sleep.
"And the next days we need to sleep."
Real go into the clash on the back of a 1-1 Madrid derby draw against rivals Atletico on>