Ancelotti is currently living in London hoping for a Premier League return.
Reflecting on his holiday in Canada, he said: "I met one. Do you know how you have to behave with a bear?
"You mustn't run because the bear is quicker than a man, nor go up a tree because the bear can climb it, nor jump into water because a bear knows how to swim. You must back away with little steps.
"I didn't do anything because the bear got frightened first and ran away!"