Kylian Mbappe struck twice on the night, though Leganes held a halftime 2-1 lead at the Bernabeu.
Ancelotti said afterwards: “We didn't play a bad game. We had good control, but we lacked balance and that's why we conceded two undeserved goals given what we did in the first half. We could have managed the advantage better and we suffered too much. After the international break it usually happens, but we struggled to find our rhythm.
“We were not well-positioned, but we had the intensity because we came from behind and in the end we won. I can't remember a game in which we didn't suffer. The important thing is that we all suffer and all make sacrifices. There are no easy games and we are well aware of that. We have to suffer."
On Mbappe, Ancelotti continued: “He is much more active and involved in the game. He has adapted very well and is making a difference. That's what we want from him. He tried the free-kick yesterday and it went well. He was very effective. We put our trust in him today.
“Leganés complain about the referees and so can we. There were grey decisions and I have nothing more to add. Leganés complained about the penalty and for their first goal, we complained about a foul on Brahim. I didn't see the possible penalty on Bellingham."
On Arda Guler's performance, he added: “He played well and showed his quality. He moves the ball very well and sees the game really well. He's not as explosive as the strikers we have, but he was useful and I changed him to have fresh legs and more physicality up front."