The Real Madrid manager says he was happy to sell the German midfielder to Arsenal but denied rumours the Argentine winger could follow him out of the exit door in January
Ozil's exit was met with widespread surprise across Europe, with several Madrid players also expressing their dismay that the Germany midfielder had been allowed to move.
Rumours have since circulated that Di Maria could follow his former team-mate out of the Santiago Bernabeu, but Ancelotti has moved quickly to dismiss those reports.
He told reporters on Monday: "I gave my OK for Ozil's exit. It's not the same with Di Maria, he is a very important player for this team.
"Di Maria hasn't talked with me or the club. He is happy and calm but my office door is always open if he needs to talk."
Madrid are currently preparing for their final Champions League group stage clash against FC Copenhagen, having already secured their path to the knockout stages of the Champions League.
Los Blancos will again be without star man Cristiano Ronaldo as he recovers from a thigh problem. However, the 42-year-old has been happy with the performances of his side in the Portuguese's absence, while revealing some more reassuring news from the treatment room.
"The team has played well without Cristiano. They have been motivated by his absence. Gareth Bale is totally recovered and will play tomorrow, as will Xabi Alonso. We will play the strongest team possible."
Madrid will finish top of Group B regardless of the result in Tuesday's trip to Denmark, having accrued 13 points from five games.