Having won the Italian Cup four times as a player and once as a coach, as well as the European Cup twice as a player and twice more as coach, it was understandable when he titled the book Preferisco la Coppa - I Prefer the Cup.
On Saturday he can write another chapter by winning the oldest cup competition in the world against unfancied Portsmouth at Wembley Stadium to complete the double in a memorable first year in English soccer.
"I did not know before this season how important the FA Cup was for every club," Ancelotti told reporters at Chelsea's Surrey training base on Thursday.
"I know there have been a lot of surprises in this competition - Leeds beat Manchester United and Reading beat Liverpool - so we need to pay attention. On paper we have more quality and possibility to win but we have to play well to win.
"My players know very well how they have to prepare and play.
"It's a great opportunity to win the double for the first time with this club but if Portsmouth play better they could win."
"We won and played well but at that time they didn't have a lot of motivation but they will on Saturday and it will be a different game," he said.
"We have to have respect for Portsmouth. They were relegated but they deserve to play in this final after beating Tottenham in the semis. We have to fight against them to win this game.
"It is an opportunity for them to save the season. We have to play against players with strong motivation."
