The arrivals of Toni Kroos and James Rodriguez look to have limited Di Maria's first-team chances next season despite an impressive 2013-14 campaign at the Santiago Bernabeu.
After being shifted from the wing to central midfield by Ancelotti, Di Maria contributed 11 goals and 26 assists in 51 competitive outings as Real finally secured La Decima - a 10th UEFA Champions League success.
The Argentina star was the official man of the match as Real overcame city rivals Atletico Madrid 4-1 after extra-time.
But that is seemingly not enough to convince the club's hierarchy of his talents, with PSG looking to take him away from the Spanish capital.
However, PSG will have to raise the cash to buy Di Maria through player sales having been limited to a €50 million spend due to breaching UEFA Financial Fair Play regulations.
The Ligue 1 champions have already spent that figure on signing David Luiz from Chelsea, with Real reportedly unwilling to loan Di Maria to the Parc des Princes, a potential loophole to the FFP sanctions.
Ancelotti remained unmoved on talks Di Maria could be set to leave, however, and expects the player to return to training with Real's other World Cup stars as normal.
"I have no news," he said.
"Di Maria is the same as all the others. He competed at the World Cup and we expect him on August 5 to be with us at [Real's training base] Valdebebas."
Real have also been linked with a move for a new striker to complement their superstar attacking line-up.
Monaco's Radamel Falcao has been heavily linked with a return to Madrid, having previously played for Atletico, but Ancelotti appeared to rule out making any further attacking signings in the transfer window.
"In this formation we can play effectively with several options," he explained.
"First we have [Karim] Benzema, who is very reliable, but Isco can also play as a false nine.
"It is not important to have a striker who scores many goals, we need a player who can help create spaces for [Gareth] Bale or Cristiano [Ronaldo].
"We are not going to find another striker because we do not need one."
