The report claims that the Red Devils have been quoted £75m for the winger ahead of his move to Old Trafford.
“Di Maria has not trained with us today and he came in to say goodbye to the players and people at the club,” BBC Sport quotes Ancelotti as saying during a press conference on Sunday. “There is nothing official yet but it is being sorted out. The decision is his and the club has done what it could to keep him here.”
United manager Louis van Gaal is keen to bring Di Maria, 26, before the summer transfer window shuts down, who would become the fourth summer acquisition this season.
United have already spent £72m this summer after capturing the services of defender Luke Shaw, midfielder Ander Herrera and Marcos Rojo.
Di Maria joined Real Madrid in 2010 from Benfica and won Spanish La Liga in 2012 and the Champions League last season.