“Santos is my place, I’m at home,” Neymar said in a video posted on the club’s social media.
He told the fans: “It’s with you that I want to achieve the dreams that are still missing.”
Ancelotti said in October that Neymar, Brazil’s all-time leading goalscorer with 79 goals, must be fully fit to earn a recall.
Neymar spent 12 months out after he ruptured his anterior cruciate ligament (ACL) in October 2023.
He was due to make his return to the national team last year after a 17-month absence but was forced to withdraw from the squad with a muscle injury.
Brazil will face Scotland, Morocco and Haiti in Group C at the World Cup, which begins on 11 June across Canada, Mexico and the United States.