He refuses to be bitter about the way he is being treated, and clearly has only really been hurt by the removal of Ray Wilkins as his assistant in November.
Ancelotti said: "My pride is not hurt. The club have supported me every time. I've had that when the moment has been good or not so good.
"Until the last day I work here, the club have given me support. This has happened. Also in this moment, when things were not so good, this is enough for me. If they want to change, it's their decision.
"I don't think they are ungrateful. It's difficult to work in one club if, in the period you work there, you are not able to use your ability or skills, because you have pressure on your job.
"It's not a difficult club if they decide to sack me. At a difficult club, you are not able to do your job when you're there.
"Here I have a lot of responsibility. I didn't have pressure in these two years. I was very much under control. Nobody put too much pressure on me, to put this player or that player in the team. I had my ideas no problem.
"Changing the coaches was their decision. But on my job, no problem. I don't want to give an opinion on Ray Wilkins."