Real Madrid coach Carlo Ancelotti admits winning the Champions League is their priority.

The Spanish giants have not won the top European title since 2002 and are desperate to lift that trophy for the 10th time.

Madrid take on Borussia Dortmund in Wednesday's quarter-final first leg at the Bernabeu.

"Real Madrid's dream right now is to win the Champions League," Ancelotti said to Radio Anch'io Sport.

"However, we are not giving up on the (Primera Liga) title race, even if we are third."