Ancelotti, who is not charged with any offence, was due to testify on Friday about his time at AC Milan and had already failed to show up last month.
Following his first no-show, his legal team sent a letter explaining his Blues commitments had prevented him from attending the trial in Naples.
But as this weekend was free due to international fixtures, he had agreed to put in an appearance - then failed to do so.
Cagliari president Massimo Cellini also missed the hearing.
And Judge Teresa Casoria told the court: "This is the second time Ancelotti has not turned up and the third time for Cellini.
"I am prepared to send the Carabinieri to fetch them."
The trial has now been adjourned until later this week, when a new date for Ancelotti to give evidence will be fixed.
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