At the Weserstadion, Filippo Inzaghi took a first-half lead for the Rossoneri, before a late strike from Diego ensured that the two teams share the spoils ahead of the second leg.
"It's a good result for us. In the first half we saw a very good Milan while in the second half we suffered in the face of the opposition's physicality," Ancelotti said.
"They played the game on a physical level and made us suffer a lot."
"The draw is a good reference point that we can use in our preparation for the second leg," added the former Parma and Juventus tactician.
Despite the positive away draw, Ancelotti confirmed that his team still have a lot to do in next week's return leg.
"Bremen are a frightful team, although they have some gaps in their defence. We will have to be good to exploit them."
The UEFA Cup will be Milan's final chance of gaining any silverware this season, as the team are currently third in Serie A, 11 points behind leaders Inter.
Ancelotti's men were also ousted of Coppa Italia at the hands of Lazio in the competition's last 16 round.
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