The Italian was speaking of Sami Khedira and Angel di Maria specifically, two players who have been engulfed in transfer speculation all summer.
"They're Real Madrid players," the manager added.
That they are—for now, at least—reinforced by both men taking their places in Ancelotti's XI at the Stadion Narodowy on an evening that saw Los Blancos succumb 2-1 to the Serie A club.
Khedira, of course, has been heavily linked with a move to the Premier League to join either Chelsea or Arsenal, as reported by Metro. Di Maria, meanwhile, has attracted strong interest from Paris Saint-Germain and Manchester United, per Alex Harris of the Express.
While deals for the pair haven't been forthcoming, the protracted length of the sagas surrounding each player would suggest moves are still possible. Real Madrid's dual capture of James Rodriguez and Toni Kroos has also indicated that certain midfield incumbents are deemed expendable.
Is Ancelotti, then, with his insistence regarding the futures of Khedira and Di Maria, engaging in transfer games to maximise any potential fees for the pair?
The European champions, with the additions of Kroos and Rodriguez, are stacked with world-class midfielders.
Even prior to the arrival of the new faces, Ancelotti had Di Maria, Khedira, Xabi Alonso, Luka Modric, Isco and Asier Illarramendi at his disposal. Add to that a World Cup champion and World Cup Golden Boot winner and you have an ensemble rivalled by few, if any.
"I just chose other players for the European Super Cup. Only [Toni] Kroos played from among those who arrived back on August 5," the manager said of his selection process when asked about the absence of Di Maria and Khedira in Cardiff.
Yet that victory over Sevilla perfectly encapsulated the midfield issue facing Ancelotti: eight doesn't go into three.
Star players expect game time. Star players expect to start. Star players want to be stars.
Only disruption can come from unhappy players who believe their careers are stalling. After taking time to fully click last season with Gareth Bale's arrival, the last thing Real Madrid want is to endure the same chemistry and cohesion problems that surfaced during the club's last Galactico era in 2003-04.
Unsatisfied stars don't help anyone, leading to the sort of rifts that characterise misfiring teams.
Ancelotti will be acutely aware of the issues that could arise when trying to juggle playing time among his midfield options. Remember, Real's midfield found a groove last season when Alonso established a rhythm with Modric.
Such a situation isn't achieved with consistent rotation; Kroos and Rodriguez won't blossom together if their playing time is interspersed with the needs of others.
So while the possible departures of Khedira and Di Maria—the latter in particular—would be viewed as lamentable, their ongoing presence in Madrid could cause headaches given what Real have done in the transfer market already.
It's very possible Ancelotti and president Florentino Perez still have an eye on selling, therefore.
You can, of course, take the Italian's words on face value. The respective futures of Di Maria and Khedira may indeed remain in Madrid.
But if the everyday circus that surrounds modern managers has taught us anything, it's that men in Ancelotti's position tend to speak cryptically, eager to remain coy on personnel issues.
Simply, men like Ancelotti have little to gain from being candid.
The presence of both Khedira and Di Maria in Los Blancos' lineup against Fiorentina on Saturday also counts for little. Mesut Ozil, after all, was a prominent member of Real Madrid's pre-season campaign and started two La Liga matches before being sold this time last year.
Not just a tactical mind, Ancelotti's managerial nous extends well beyond the white lines.
Thus, the manager's stance on Khedira and Di Maria could be an attempt to push chasing clubs further, to increase the fees, strengthening Real's apparent resolve to gain leverage in any negotiations.