Allan, who joined the Toffees from Serie A giants Napoli last month, was one of six acquisitions made by Everton during the transfer window.
The Brazilian has so far played in every Premier League match for the Toffees except one and clocked the whole 90 minutes in the Merseyside derby draw against Liverpool at Goodison Park on Saturday.
Allan, who is playing in his debut season in England, conceded that the Premier League is more intense than he has been used to and thinking time when on the ball is at a premium.
The 29-year-old insists that players need to be fully switched on at all times.
“The Premier League is more intense, you have less time to think”, Allan told Everton’s official site.
“You need to be ready at all times.”
Allan also stressed his desire to continue to work on his game and improve under Ancelotti.
“I have been here for just over a month and I’ve been working every day in training on various aspects.
“Every day is an opportunity to learn and it’s a case of training hard and listening to what the coach has to say.
“I think every day we can get better and better.
“I think, moving forward, we will be completely in sync with each other and be able to get the best out of each other as a team.”
Everton are riding high with an unbeaten start to their 2020/21 campaign, with seven wins and one draw in all competitions, and are up against Southampton in their next outing in the top flight.