Both Benzema and Militao had thigh issues which kept them out of the defeat by Real Mallorca last weekend in La Liga as well.
“They haven’t completely recovered, Karim is doing quite well and there are more doubts about Militao,” Ancelotti told reporters.
“They will train on Friday and then we will see.”
Dani Carvajal missed the semi-final with a fever, while Marco Asensio was left out after a minor muscular problem and Ancelotti said both would return.