Ancelotti has been linked with the Gunners job in the Italian press.
He said: "Arsenal? I haven't been contacted by any English club. As for Roma, I never spoke to anyone there and the rest was all fantasy. One day I will be the Coach of Roma, I have always said that, but it's still too early.
"As for Juventus, it's completely false to say they wanted me. I always had a strong rapport with President Andrea Agnelli, so if he wanted to call me, he could've done..."