And he even managed to show his lighter side by having a dig at former Chelsea manager Jose Mourinho.
Time for Abu Dhabi to show their handEarlier this year, the Inter Milan coach appeared on the same chat show and modestly compared himself with Jesus.
"Training Inter, I feel like Robin Hood. Even Jesus Christ wasn't liked by everyone. What hope is there for me?"
When asked about the incident, Ancelotti laughed and said: 'If Mourinho is Jesus, I am certainly not one of his apostles.'
Capello was the first of the trio to be 'entertained' by one of the show's brunette dancers.
But it was the 'Special One' four months later in April who afforded himself a wry smile when he was treated to a private performance.
Now Ancelotti has been given the full treatment and is sure to return to Stamford Bridge with more than a little spring to his step when Chelsea take on Aston Villa in the Premier League on Saturday.