The 26-year-old, who has been repeatedly linked with a move to Manchester United in recent times, has fallen out of favour at the Santiago Benrnabeu after the recent acquisitions of James Rodriguez and Toni Kroos.
"Di Maria has asked to leave and rejected [a contract] offer from club," Ancelotti told reporters. "[But] if he does not find a future solution he stays, no problem."
The former Chelsea boss also stated that Sami Khedira rejected the opportunity to extend his current deal.
Di Maria joined Madrid from Benfica in 2010, going on to make over 100 appearances for the La Liga giants.