The Manchester United boss said "the game’s gone mad" after he missed out on Brazil starlet Lucas Moura to a last-minute £34million bid from the Qatar-backed French club.
"Players now come to PSG for the project," Ancelotti told Gazzetta dello Sport. "Lucas will join a strong Brazilian colony here and for him it is better to live in Paris.
"United offered one amount and PSG offered slightly more. It’s called the law of the market.
"This year we have invested so much because we want to be competitive straight away, but we won’t always buy four or five players. Next year we’ll be more shrewd."