A comprehensive victory at the Santiago Bernabeu in last week's first leg put one foot in the final for Real, but the Italian will approach the follow-up tie with the same attitude to ensure their progression.
Real have won on their last seven visits to the Vicente Calderon in all competitions and Ancelotti is keen to extend that streak.
"Matches like the derby are always more intense and pressurised than other games," he said at a press conference on Monday.
"We have an important advantage but we need to show the same attitude and intensity as in the first leg to avoid problems.
"We have to forget we have the advantage in this tie. As I said we have to play as well as we did in the first leg.
"We won't change our style of play. We will play with intensity and control the match."
Cristiano Ronaldo is currently serving a three-match league suspension but Ancelotti confirmed the Portugal star will return to the side on Tuesday.
"Both Cristiano will play and I will decide the best line-up for this game," he added.
"Marcelo and (Fabio) Coentrao are available for tomorrow's match, (Raphael) Varane is going to play and either (Sergio) Ramos or Pepe will be rested.
"I haven't thought about the starting line-up yet but all the squad is available to play."
