Having already signed Toni Kroos and James Rodriguez for a combined €110 million, it was believed Los Blancos were willing to offload Di Maria in order to fund a move for Monaco striker Radamel Falcao.
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Both Manchester United and Paris Saint-Germain have been heavily linked with a move for the Argentine winger this summer, with the Ligue 1 outfit thought to be favourites to secure his signature.
Ancelotti, though, is thought to be keen to keep the Argentina international and has now admitted that the 26-year-old is in his plans for the coming season, revealing that he is more concerned with new arrivals than potential departures.
"Di Maria? He is a Real Madrid player," the Italian coach told Corriere dello Sport.
“The club is doing very well on the transfer market and I think will continue until the last available day.
“The two new arrivals will certainly be of help. I think the current squad is already more competitive than last season.”
Di Maria, who joined Madrid from Benfica in 2010, was part fo the Argentina squad that finished runners-up at the World Cup in Brazil, scoring once for his country during the tournament.