Both players have been linked with PSG this month.
"Sneijder and De Rossi will not be coming," Ancelotti commented. "Paris Saint-Germain's market strategy is very clear. The only new arrival will be Lucas.
"Sneijder has the characteristics to play for any club in the world, but that doesn't mean that he will come here or that we've even spoken to him.
"What is certain is that he won't come. It's the same situation for De Rossi."