Ancestors of Muhammad Ali were sold to Europeans by other Africans. Originally it were Muslims who used to take slaves from Africa, first for their own needs and then, when the markets opened, to sell on to Europeans (which makes the choice of new name a bit ironic and showed that boxers are not really good historians). Later European consumers cut the middle-man and started buying slave directly from Africans.
Obviously White slavers would almost never go to catch the slaves themselves. They (and the Muslim traders before them) would usually buy people who became slaves as a result of wars between different tribes. The African tribe leaders realised that selling enemies they captured would benefit them more then just killing them.
