Kaka has been linked with a switch to Real Madrid while Ancelotti has been linked with the manager’s role at Chelsea.
“In January I was scared because of everything I read in the newspapers about the possible departure of Kaka,” Pato admitted on Studio Sport.
“But he made the right choice in deciding to stay because this is, and always will be, his home.
“With Kaka playing alongside me I can learn so much and hopefully become a great player too.
“Ancelotti always helps me too both in matches and in training. I wouldn’t be happy if he left either, but I don’t think he will due to his close bond with the club.”