Los Blancos beat Atletico on Wednesday night in the Champions League on penalties and then earned a 2-1 win at Villarreal on Saturday, with the game kicking off at 16:30 GMT.
"I think today is the last time we will play a game before 72 hours (of rest)," Ancelotti told reporters.
"We will never play another game (without) 72 hours of rest.
"We asked La Liga twice to change the time of the game and they did not do anything, this is the last time."
World football governing body FIFA recommends at least 72 hours between matches in order to protect the health of the players.
"I am very proud of this team," continued Ancelotti.
"It was a potential banana skin, above all for what has happened, the (few) hours of rest, and the strength of the opponent."
French striker Kylian Mbappe struck twice for Madrid to take them top of La Liga ahead of Barcelona's game at Atletico Madrid on Sunday.
Ancelotti has regularly complained about the packed football calendar, with Madrid one of the clubs who will also be involved at the expanded Club World Cup this summer in the United States.