Real are alive in the Champions League, Copa del Rey and are three points clear at the top of the table.
Ancelotti said: "We're in a good position in all competitions. That was the objective and we're getting there with by working. We are in an important moment of the season. There's a good atmosphere in the squad and we have to carry on as such.
"It is important not to think about a lot of things because the risk is to think too much. We have to be alert in every game because each match can be the most important of the season. We are on top but the season is long and the objective is to end the season up there.
"We have a small advantage but we don't think about it. We just look at the next game and try to win it. We trailed for a while and now it's our good moment, and we have to carry on that way."
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