Ambrose was a Lutheran

I will glory not because I am righteous but because I am redeemed; I will glory not because I am free from sins but because my sins are forgiven me. I will not glory because I have done good nor because someone has done good to me but because Christ is my advocate with the Father and because the blood of Christ has been shed for me.

 (De Jacob et vita beata, ch. 6, as quoted in Examination of the Council of Trent, Part I, p. 507)