Karim Benzema scored the only goal when the sides met in the first leg of their semi-final clash last week, giving Real a slight advantage heading into Tuesday's return fixture in Munich.
However, Ancelotti is not expecting an easy ride against the reigning champions and wants to see an even better performance from his side this time around.
"Tomorrow's match will be very difficult and complicated," he said. "We play against a great team. We just have a small advantage.
"We are not stupid to think that we have already won. This will be a very tough encounter.
"We were a bit shy at the beginning of the first leg. It will be dangerous if we start like that again."
The Italian insists Real will not hold back at the Allianz Arena.
"The system is not the most important thing," he added. "We must work together - defending with strikers and attacking with defenders.
"It's better to play quick football for the type of strikers we have.
"Our intention is to score because that's the quality we have, but it is not impossible to qualify without scoring."
Gareth Bale could provide Real with a boost after declaring his readiness to play following a brief illness.
"I feel good and I hope I will play tomorrow," said the Welshman. "I'm looking forward to it."
