Real suffered their first loss in 37 games across all competitions since January, marking their first defeat in the Champions League since falling to Manchester City in the semi-finals in May 2023.
"This has not happened to us much recently luckily. Our opponents played better than us and deserved to win," added Ancelotti, whose team beat Borussia Dortmund in last season's final.
"We had chances at the end but we wouldn't have deserved (a draw). We have to learn from this. There are things we need to work on."
Ancelotti shrugged off concerns about the potential consequences of the defeat in the new format of the Champions League, which now features 36 teams all together in one pool.
"I think the sadness comes from the feeling given off by the team. You can lose games because this is sport, but the sensations we gave off were not good," said the Italian.
Madrid had beaten VfB Stuttgart 3-1 in their opening game two weeks ago but join the likes of Barcelona, Paris Saint-Germain, Bayern Munich and Atletico Madrid in having lost one of their first two matches.
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The top eight teams in the standings after every team has played eight games will advance directly to the last 16.
The remaining places in the last 16 will be taken by the winners of play-offs between the teams finishing from ninth to 24th.
Bellingham's struggles
Real's next game in three weeks will be at home to Dortmund in a repeat of last season's final. After that they face AC Milan, Liverpool and Atalanta.
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That game against Dortmund will also see Jude Bellingham come up against his old club, and the Englishman will hope to improve on an often poor start to this campaign.
"He is playing in the same position as last season without the success he had last season," said Ancelotti of the Ballon d'Or candidate, who was booked in the second half.
"It just wasn't a good night. Let's not look for excuses. We just need to improve, that is all."
In contrast, Lille coach Bruno Genesio admitted his delight at overseeing one of the club's finest results ever in European competition.
The prestigious victory for Genesio follows his win over Pep Guardiola's Manchester City when in charge of Lyon in 2018.
"It is a really great performance from everybody and a beautiful reward for the club and our supporters," said Genesio.
"This shows what we are capable of doing but now we need to build on this.
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"It shows that over 90 minutes we can cause problems for the best teams in Europe," he added, mindful that Lille's next games in the competition will be away to Atletico and at home to Juventus.
(Except for the headline, this story has not been edited by staff and is published from a syndicated feed.)