Carlo Ancelotti says he feels like he is living in a dream after leading Real Madrid to a club-record 16th consecutive win.

The Blancos hit the historic mark courtesy of a 2-1 victory at Malaga, with Karim Benzema and Gareth Bale netting for the capital club before Roque Santa Cruz pulled a goal back for the hosts in the dying seconds.

"I'm happy," Ancelotti told reporters after the game at the Rosaleda. "This seems like a dream.

"We are very happy about the streak. I hope it continues.