Both Real Madrid stars have been linked with moves away from the Bernabeu in recent weeks, with the European champions said to be keen to bring in cash to balance the books after signing Toni Kroos and James Rodriguez.
United have been watching di Maria, while Chelsea are rumoured to be considering a cut-price bid for Khedira – who will be out of contract at the end of the season.
However Ancelotti says that neither will be leaving Madrid despite having not used them in pre-season:
“Nothing has changed, they’re Real Madrid players.” He is quoted by the Daily Mail.
“I just chose other players for the European Super Cup. Only [Khedira’s Germany colleague Toni] Kroos played from among those who arrived back on August 5.
United are thought to be ready to pay around £50m for di Maria, who is also wanted by PSG, while Chelsea could splash £8m for Khedira.