Reports have suggested that the Blues are keen to bring in Luiz as a replacement for Ricardo Carvalho, who left for Real Madrid this week.
“Everyone was disappointed about Carvalho leaving because he had six very good years with this club and did a fantastic job last year,” said Ancelotti.
“But his desire was to leave this club, to try a new emotion and new experience.
“And we have in our academy a fantastic centre-back (Bruma) and we want to give him more possibility to play.
“I didn’t try to persuade Riccy to stay because that was a decision that he took at the end of the last year.
“The last game of the last year, he said to me that he would like to leave this club and for this reason, he went to Real Madrid.
“Am I after David Luiz? No. We have Terry, Ivanovic, Alex and Bruma, so we are OK. And I won’t go into the market for a central defender.”