The Italian boss is under real pressure to secure success this season after spending millions on world-class players over the summer.
The Paris side started the season with three draws, though they have since gone from strength to strength and lie just three points behind Marseille with a superior goal difference.
"If we win against Marseille we will take the lead in Ligue 1 and after three draws at the beginning of the season, that would be good," Ancelotti said.
"Marseille are a team that will also fight for the title, but this game will not decide anything.
"If you have the opportunity [to go top], this is very good for everyone and it must be done."
Ancelotti was named as manager of Paris Saint-Germain in 2011.