The goalless draw made it four points from three league games for Los Blancos lately, having also lost the Supercopa de Espana to Barcelona in Riyadh a fortnight ago.
Real’s inconsistent form has led to concerns over their ability to defend their La Liga crown, with Barca appearing to be vastly stronger this term.
“If we get a win on Thursday, we will have picked up more points than we did last year,” Ancelotti said.
“Barcelona are doing very well, but it’s a long season. It’s been a tough January, but the team has improved a lot in all areas: in attack, defence, the physical side.
“The team is improving and we’ve got some injured players coming back this week. We’re confident about the coming months.”
The Italian added that he had no further recruitment plans for the January transfer window.
“It’s closed in every respect, both in terms of exits and players coming in,” Ancelotti said.
As for Sunday’s display, Ancelotti was pleased with his side. He said: “It was one of our best performances this season.
“It was difficult to make substitutions because everyone was playing so well and I made them in order to bring fresh legs on. We played well from start to finish.
“The way we press from the start, didn’t allow Real Sociedad to play the way they wanted to play. We pressed high and with intensity.
“We played well with the ball and we worked hard without it. We created a lot of chances to get the goal, but luck wasn’t on our side. That can happen.”