The Italian was axed last weekend on the final day of the campaign after two seasons in charge of the Blues.
Ancelotti has been linked with the coaching position of newly promoted Queens Park Rangers while he has also been a reported target of Serie A club Roma.
You can't get rid of me! Former Chelsea manager Carlo Ancelotti says he wants to stay managing in England
When asked about Roma, the former AC Milan boss insisted he had not spoken to the Italian club.
He told Italy's Sky Sports 24: 'I have not had contact with the club, I still have to resolve my contract with Chelsea.
'My intention is to remain in England. I have spent two beautiful years here, I have felt really well and I want to remain here. I am in no hurry to find an immediate solution.
Happier times: Ancelotti celebrates with the Premier League trophy with Florent Malouda back in 2010
'Since 1995 up to now, I've only had a minor break, because I've always coached, and hence, this would be an opportunity to update myself, see new things, and face new challenges with a different experience.
'For example, I will soon go to St Petersburg to see (compatriot and Zenit coach Luciano) Spalletti.'
Ancelotti led Chelsea to the double in his first season at Stamford Bridge, but was dismissed after they could only finish second his second term, while the Champions League crown also remained elusive. He achieved European glory twice with Milan.
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