The Italian coach has insisted he will stay with the French outfit and is relishing the prospect of facing his former team in the showpiece of Europe's elite club competition
The 53-year-old stated that he is unhappy with PSG's form domestically, but is confident that his position at the club is secure.
"I'd like to play against AC Milan in the Champions League final, not in the next round," Ancelotti is quoted as saying by La Gazzetta dello Sport."This project is ambitious, PSG have history behind them and it would be amazing for me to help them win something."
He added, "However, I'm not happy with the way the season is going [in Ligue 1] and neither are the club owners, although they did reassure me.
"There are so many expectations around PSG and consequently rumors too, but rumors do not always point to the truth.
"I have a strong rapport with Leonardo and never feared I would be sacked. We've lacked group spirit so far, but that's normal considering there are 15 new players," he insisted
The Parisiens showed their spending power in the summer when they captured the signatures of Zlatan Ibrahimovic and Thiago Silva, but insisted that there will be no big transfers in January.
"There will be no further arrivals in January other than Lucas Moura," Ancelotti said.