Lucas Vazquez, Kylian Mbappe and Rodrygo Goes scored for the hosts, with Alaves staging an attempted late fight-back via goals from Carlos Benavidez and Kike Garcia.
Ancelotti later said: "They gave us four or five yellow cards for protesting. The referees' way of judging has changed and we have to get used to it. Whether it's fair or not, we have to avoid protesting and adapt to the new rules.
"That's football. When you think the game is over, all it takes is a little slip-up for them to get the first goal. Then the confidence of the opponent goes up. We certainly don't want it to, but it can happen sometimes. It happened and it'll happen a lot of times in football. The team played very well for 60 minutes and we take confidence from that."
On Mbappé's substition, he continued: "He's fine. He was a bit tired and asked me to come off to avoid problems."
On Jude Bellingham, he added: "He's improving. He set up Mbappé's goal and had a very solid game. He has to get used to getting into the box more like he did last year, but it's a lot more difficult against a low block like Alavés. I ask Bellingham to do this kind of work, not to score goals."