"There is nothing new in the market," Ancelotti said when asked about reports Di Maria was set to join the Ligue 1 side for a fee of around 70 million euros ($94 million).
"Di Maria finished the World Cup and he is resting," added the Italian. "He will return on Aug. 5 to start (training) together with his team mates."
Ancelotti was speaking at a news conference after Real were beaten on penalties by Inter Milan in a pre-season friendly in California on Saturday.
Asked about other possible summer signings following the arrival of Colombia playmaker James Rodriguez and Germany midfielder Toni Kroos, Ancelotti said Real were not looking for another centre forward.
Their France striker Karim Benzema was "very reliable" and another option would be to use attacking midfielder Isco as a roving centre forward, Ancelotti said.
"We are not going to look for another forward because we don't need one," he added.
Real begin their La Liga campaign on the weekend of Aug. 23/24 at home to promoted Cordoba and will be defending their Champions League and King's Cup crowns next term.