The Real Madrid head coach has stressed he has no plans to allow the young striker to move in January and was irritated by further questions concerning Mesut Ozil
The Spain Under-21 international has been linked with a potential loan switch to Arsenal, while Serie A giants Juventus and Inter also registered an interest in signing the player.
"Morata hasn't asked to leave, he doesn't want to go," stated Ancelotti in Friday's pre-match press conference.
Ancelotti went on to stress that La Liga has yet to see the best form of record summer signing Gareth Bale, adding: "Bale has to improve this year.
"Today I spoke to Bale, he feels ok, he's comfortable. Tomorrow he's going to play a good game."
Madrid take on Real Betis this weekend as they look to maintain the pressure on league leaders Barcelona and Atletico Madrid, and Ancelotti suggested adopting a 4-3-3 system would serve his side better in more difficult clashes.
"Every game is tough," he stressed. "4-3-3 gives us a better defensive coverage. We get more control."
Finally, Ancelotti became irritated when another question was posed on former Blancos midfielder Mesut Ozil, after comments attributed to the Italian coach surfaced earlier in the week where he admitted selling the player to Arsenal was a mistake.
When asked over whether or not the remarks were true, Ancelotti simply quipped: "I thought you'd ask me about Ozil".