Pato looked to be on the way out of San Siro after his outburst where he revealed his unhappiness at coach Massimiliano Allegri's methods, but he has since made a U-turn and stated his wish to stay with the Rossoneri.
Kaka suffered a series of injuries when he first joined Real Madrid and was rumoured to be nearing the exit door after being relegated to second-choice midfielder behind Mesut Ozil.
However, Ancelotti has denied that he is looking to bring both of them, who played under Ancelotti during the 52-year-old's stint at AC Milan, to France.
Ancelotti's comment came after his debut as PSG coach, where they lost to his former club AC Milan 1-0 in a friendly match.
He told AFP: "Pato is a player of Milan and he has a contract, so we are not interested in him.
"Right now, there is no chance to sign Kaka. We are in the middle of a transfer window and I will discuss with the club how we can improve the team."
"I do not want to talk about individual cases, like Pato or Kaka, both of whom are under contract," Ancelotti added, "We will work to sign some players, but in order to do so, it is necessary that clubs are sellers."
Ancelotti's comments will certainly disappoint Javier Pastore, who advised Pato to follow his lead and move to the Parc des Princes.
"I recommend Pato join PSG," Pastore told Sky Sport Italia after the match. "It is a big club and he would be perfect with us."