At Los Blancos, every player needs a "crash-course in impatience" said the Real Madrid captain.
Iker Casillas' future at the Bernabéu seemed to be in doubt since he was sidelined by his former manager Jose Mourinho back in the 2012-13 season.
But, the Spaniard has now regained his position as Ancelotti's first choice goalkeeper and admits he never thought of leaving the Spanish side.
"Madrid's so big it seems like winning the European Cup only buys you a month," he told The Guardian. "When you come to this club you need a crash-course in impatience. There’s no time here.
"There’s always speculation but after all the stories, the rumours, I’m still here.
"There’s never been a chance for me to go anywhere else because I've never thought about it.
"All the presidents I've had have said: ‘The day you don't want to be here, just come and tell me.’ And I'm still here. It started here and I want it to finish here.
"I think I can play until I'm 40. I feel fit and strong. If your head and body are fine, you can do it. And if you're happy, if you have got a target, you never have a reason to go anywhere else."
Despite winning the Copa del Rey cup and Champions League last term, the three time Champions league winner is craving for more success at Madrid.
"We waited a decade for La Decima," he pointed out. "Now we're thinking about the 11th European Cup.
"And we've got the team for that, so why not?"
Real Madrid play Liverpool tonight at the Bernabéu looking to extend their 11-match winning run.