
The 30-year-old is already said to have agreed to personal terms with United over a five-year deal that will see him double his salary to around £8.4m a year, the equivalent of £160,000 a week.
Speaking to the press about Casemiro ahead of Madrid's game against Celta Vigo tomorrow, Ancelotti said: "I spoke to him this morning. He wants to try a new challenge, a new opportunity. I and the club understand it, and we respect his decision.
"With what he's done at this club and the person he is, we have to respect it. There are talks right now, nothing is official, but he wants to leave.
"We wish him all the best in his next challenge."