Real are six points behind fierce rivals Barcelona after two defeats in their opening four matches, a run of results that has prompted criticism from the club's supporters, although Ancelotti's men thrashed Deportivo La Coruna 8-2 on Saturday.
Karim Benzema was singled out by a section of the home fans in their UEFA Champions League win over Basel last week and Iker Casillas has also been targeted.
And Ancelotti - who faces injury worries ahead of the visit of Elche with central defensive duo Pepe and Sergio Ramos both doubtful - wants a positive approach to Tuesday's game - on and off the pitch.
"Unity is the most important thing," he said. "The club, the players and the fans must all be united.
"Our attack is much better right now, we just need to improve our defensive play. I think we are better than last year.
"Pepe hasn't recovered yet and we will see if Ramos is okay [on Tuesday].
"He has a problem with his foot, but should recover quickly."
Two games in the space of four days means Ancelotti will change his side, but Cristiano Ronaldo - fresh from his hat-trick against Deportivo - will definitely feature.
"I will rotate some players," he added.
"Cristiano doesn't need a rest [though], we need him now because he is at his best.
"I always pick the best line-up so the team wins."
