The Argentine is being linked with a move to AS Monaco.
"The news comes as a surprise because the player hasn’t spoken to me or the club. He looks happy and calm," said Ancelotti.
"The door to my office is always open if he has a problem but I don’t think that’s the case now. It was over the summer. From a coaching perspective I agreed with Özil’s transfer but it’s not the same with Di María because he’s a very important player for this club."