Los Blancos have lost both league meetings with Barcelona this season, but Ancelotti is confident of triumphing at the Mestalla.
"They attack well and control the ball, even in the last few games," he told reporters at a press conference.
"We must have this control and be efficient in possession. For this we need courage and personality, the most important things for a final."
Madrid will be without leading scorer Cristiano Ronaldo for the contest.