The coach is convinced that the sporting director will continue to lead the Parisians' project beyond the summer, while he also appeared to clarify his own future at the club
The club official was recently linked with an exit from the French capital after reportedly growing tired of his role, with a return to Inter being mooted by the Italian press.
However, the PSG coach has seemingly refuted talk of the Brazilian's departure and is adamant that he will play a significant part in the club's future development.
"I believe that Leonardo will stay with me at PSG because he is involved in the project," Ancelotti said to Telefoot. "There is absolutely no problem with him.
"We are both convinced that the future of Paris Saint-Germain will be fantastic."
PSG drew 1-1 with Auxerre on Sunday, leaving them two points behind Montpellier in the race for the Ligue 1 title.