The Spain international has wished the winger well at Old Trafford, with the Argentine ace reportedly set to complete a 70 million euro transfer to Man Utd in the next few days.
Di Maria has yet to complete his reported 70 million euro transfer to Old Trafford, but he already has said his goodbyes to his Blancos colleagues.
Xabi Alonso has now taken to Twitter to express his gratitude to Di Maria for the role he played in Madrid's 4-1 Champions League final triumph over city rivals Atletico in May.
"Thanks for everything, Fideo," the former Liverpool midfielder wrote. "I wish you the best - even at Man. Utd.
"I will never forget the extra-time zig-zag [run] in Lisbon."
Di Maria was linked with a move away from the Santiago Bernabeu last summer, following the arrivals of Gareth Bale and Isco from Tottenham and Malaga, respectively.
However, the Argentina international stayed in the Spanish capital and proved to be Madrid's key player in its historic win against Atletico, slaloming his way into the area before unleashing a shot that Thibaut Courtois could only palm into the path of Bale, who headed home to put Los Blancos 2-1 up in extra time.