Milan held Lyon to a goalless draw in the first-leg that took place in France on Wednesday and Ancelotti said that the only way the Rossoneri could advance for the semis is with the help of their supporters.
"0-0 is a very dangerous result," Ancelotti told a press conference after the match.
"Now we play for qualification at home, but we will need our fans to get right behind us at the San Siro. Lyon are a very strong side - organized and always looking to attack," he said.
Ancelotti was regretful that his players failed to deliver during the first-half where they were in control of the game.
"We had our chances, particularly in the first half, but it was a shame that we couldn't have nicked a goal," he said. "We had a great start and it's a pity we failed to score early."
Ancelotti was full of praise for Lyon guardian Gregory Coupet and conceded the French champions had the upper hand after the break.
"Coupet did a great job to save them. They (Lyon) played much better after the interval but we managed to hang on."