Reports have indicated that the Argentina international is keen to leave the Bernabeu after he refused to acknowledge Ancelotti following his substitution in a Copa del Rey draw with Segunda B side Olimpic Xatvia on Saturday.
However, Ancelotti claims he is not aware of any issue with Di Maria and is adamant the 25-year-old remains an integral member of his team.
"Di Maria hasn't talked with me or with the club," Ancelotti said.
"He is happy and calm but my office door is always open if he needs to talk.
"If he does have a problem that would be (to fix in) the summer. At this moment a problem does not exist. Di Maria is a very important player for this team."
Real head into Tuesday's UEFA Champions League clash at Copenhagen hoping to end the group stage unbeaten.
Cristiano Ronaldo is poised to return after missing his side's last three games with a thigh injury.
Speaking at a press conference that was briefly interrupted by the unveiling of a banner protesting against oil firm Gazprom's sponsorship of the Champions League, Ancelotti confirmed that Gareth Bale and Xabi Alonso will also feature in a strong Real side.
"Bale had a small problem on Friday night but then recovered and he is fine now," the Italian added. "He will play tomorrow (Tuesday) without a problem.
"Xabi Alonso the same - all the players here are ready to play. We will put out the strongest team available."
