The 29-year-old is regarded as one of the best midfielders in world football, and the Serie A outfit are reportedly unprepared to discuss terms with other clubs.
However, suggestions of a bust-up between the midfielder and Roma officials have led to claims that he could seek pastures new in the next transfer window.
"De Rossi is a great player, I was surprised that he did not play the last game, but I think it was a situation of the moment," Ancelotti told Radio Monte Carlo.
"He is a great midfielder so it is normal that PSG are linked because we are one of the few teams than can spend. But for now the market is closed. We can talk again in January."
Manchester City are also known admirers of the Italian.