Ancelotti, speaking on BBC 5 Live's Sportsweek programme, said: "My philosophy is that I don't want to control the private lives of my players.
"My players have to know that they have to respect the shirt also when they are outside of the training ground, outside of the pitch, but I am not able to control the private lives of my players and I don't want to judge anybody because everyone can do everything.
"A lot of kids are looking at the behaviour of the players so they have more responsibility and they have to know this, but as a manager I don't want to control.
"If my player wants to stay outside, go to bed at 12 o'clock or eight o'clock - I'm not interested."
Ancelotti added: "The private life has to stay the private life - I wouldn't like it if people judged my private life - only one person can judge your private life and I think that is God."