The Argentine winger spent four seasons at Madrid and then a short stint in England with Manchester United before ending up at current club PSG.
When the Ligue 1 champions drew Madrid in the Champions League Round of 16 earlier this season, Di Maria was keen to face his former side at the Bernabeu on February 14.
However, PSG crashed to a 3-1 defeat whilst Di Maria was forced to watch on from the bench, after failing to make it onto the field as a substitute.
Speaking of the incident to 'France Football', he revealed: "I was very disappointed not to be in the XI. First of all because I was going through a good run of form.
"It was heated because I felt that I should have played, or at least come on at some point, but I didn't have the opportunity."
It was Unai Emery who made the decision not to bring Di Maria on, and with his departure from the club now confirmed, the Argentina international is unsure whether to follow suit.
"I don't know what will happen, football is very strange. I'm happy here, but the club has to sign players and for that it must sell others."