The Colombian played his best football for Real under Ancelotti, but has since struggled following the Italian's sacking.
"It surprised me a little. But James Rodriguez is still very young. Sometimes all is not well in the career of a player," Ancelotti told AS.
"A season can become problematic. The important thing for the player is to continue to fight, even if he does not play every game.
"Playing for Real Madrid is not easy, because there is a lot of competition."