The title may prove to be beyond Ancelotti this season but he is keen to deliver silverware to a club whose last trophy was the 1995 FA Cup.
The 61-year-old Italian has already experienced what it is like having coached Chelsea to 2010 FA Cup success.
“The FA Cup is an important competition, to reach the final or the semifinal we have to go step by step,” said Ancelotti.
“We hope to have less difficulty for this game. We do not want to be the negative surprise.
“We know it’s important in this country, we had problems in the first game against Rotherham, we had difficulties.
“Sheffield Wednesday are coming with the standards they have, they are a strong team and we have to be ready.”
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