Vinicius Jr has faced racist abuse during his time in Spain.
Three Valencia fans were sent to prison earlier this year for racially abusing the 24-year-old during a La Liga match at the Mestalla Stadium in May 2023.
“It’s difficult being in his shoes,” added boss Ancelotti.
“It’s not easy to endure everything he goes through, including the insults. It’s not simple, but he’s trying to improve.
“He’s upset about it and has apologised [to his team-mates].
“We need to look ahead. We hope he won’t face a suspension.”
Madrid face Deportiva Minera in the last 32 of the Copa del Rey on Monday.