The 2-0 win marked Ancelotti's final game in charge before he leaves to take up the Brazil national team job on Monday.
After the win, Ancelotti said: “I feel very happy and proud. It has been an extraordinary period. We can't forget any of those who have passed. It will be an unforgettable memory. I leave with the fans’ affection and the pride of having coached a great club for a long time and as a Real Madrid fan.
“(Real Madrid is) a home, a family, because it has been like that for the last six years. We’ve had a great time, not only because of the titles, but also because of the atmosphere we’ve been able to create with the club and the president. Real Madrid is a different family to other clubs, because you can breathe the air of family in every place: in the stadium, in Valdebebas.... I've had a great time."
A good connection
Ancelotti departs after a second spell in charge, having won the Champions League during both periods.
He continued: “It has been a good connection between the club, the players and me. The club has had extraordinary players. Real Madrid will continue to have extraordinary players.
“It is a day full of emotion. When you win a Champions League, you don't feel this kind of emotion, this is a very strong emotion. I'm very happy and I leave very satisfied. It has been an honour and a pleasure to be part of this family and to enter the history of this club; this was the objective from day one and I have achieved it.”