The Blancos boss insists that the Argentina international is going nowhere, amidst reports linking the allegedly frustrated winger with a move to Monaco
It has been claimed that the winger has growing increasingly frustrated by the intense competition for places at the Santiago Bernabeu and is now considering moving to Monaco in order to boost his chances of representing Argentina at the 2014 World Cup.
But Ancelotti categorically denied the 25-year-old is heading for the exit door, insisting the decision to replace him with Karim Benzema was because of a minor injury concern - and not any dissatisfaction with Di Maria's display.
"He told me he felt discomfort so I told the others to warm up and, after that, I introduced Benzema," Ancelotti explained after the match.
"But he has not talked about his future. He is happy here and he will not leave Real Madrid."
Madrid looked toothless in attack without Cristiano Ronaldo and Gareth Bale on the artificial turf of La Murta, but Ancelotti was unconcerned with his side's inability to find a breakthrough.
"I do not mind not having scored," the former Chelsea boss insisted. "This team makes a lot of chances and scores a lot, so we'll try to score in the next game.
"I'm satisfied. [Alvaro] Morata worked well for the team, had chances but could not score. Our opponents defended well, and it was clear we were not used to the [artificial] grass."