He said: "I find it strange and surprising enough that Inter made the decision to send away Mancini, a coach who has won the last two championships in great fashion.
"But football is special and odd things happen - but Milan make different choices."
Ambrosini added: "I think the decision of my club to continue with Carlo Ancelotti is the right one. It is difficult to think of a Milan without Ancelotti, there is a particular climate we enjoy with him."