Capoue said on Monday that PSG had made contact with him over a transfer in January, adding that he could join the Ligue 1 leaders in the summer.
"We talked about [Capoue] in January, but we took Beckham," Le Parisien quotes Ancelotti as saying.
"He was free so was easier to sign. He is a good player, but we are not talking about him at the moment."
Beckham signed a five-month contract with PSG as a free agent in January.