The Spanish referee waved away strong appeals for a penalty and was confronted by Ancelotti on the pitch after the final whistle.
The west Londoners must now overhaul an away goal when the two sides meet at Old Trafford in the second leg on 12 April.
"It was clear. For everyone. Everyone knows it was clear," Italian Ancelotti added.
"I'm disappointed but this is the result. Not just the referee, but the assistant was in the right position to decide that was a penalty.
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"I said to the referee [after the game] that it was a penalty and he needed to whistle. He said nothing. No answer.
"The players are aggrieved. But we have to forget it and be focused for the next game. We have to try our best there."
United boss Sir Alex Ferguson took a different view and suggested that if his side were fortunate it was no more than they deserved.
"Yeah, someone said it could have been a penalty. It was the first penalty decision we've had in seven years, so we're due one," the Scot said.
"But I don't feel guilty about that at all. It was a 50-50 from where I was and I don't know what the contact situation was."
And regarding a second penalty claim from Chelsea, this time when Fernando Torres tumbled, Ferguson took a stronger stance and insisted: "He dived, he got booked for it."
BBC Sport's Mark Lawrenson commented on BBC Radio 5 live: "It was a definite penalty, a scissors-tackle from the side. You could understand the frustration of the Chelsea fans because the more you see it, the more it's a penalty.
"Chelsea didn't play well and Man United were the better team, but the penalty would have changed it."
Chelsea captain John Terry appeared to feel even more strongly about the decision, but was restrained due to the fear of reprisal from Uefa.
Terry suggested that he could be banned by European football's governing body if he said what he really thought about the decision not to award the "clear penalty".
"I think the most frustrating thing for the players is that we can't come out here and be honest about it. We would face possible bans," Terry stated.
"We're seeing players receiving bans left, right and centre for speaking honestly after games.
"You guys [the media] lose out, the players can't be honest and we end up walking on eggshells.
"Unfortunately, I can't say more about it but it was a clear penalty."
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