The Blancos winger was sad to see the Portuguese coach depart the Santiago Bernabeu for Chelsea and says that his future lies in the hands of the president and new boss
The 25-year-old, who played under the Portuguese for three seasons at the Santiago Bernabeu, wishes his former coach the best in the future, noting the departing boss's positive influence on his career.
"It was very sad when I learned he was leaving the club," Di Maria told Ole.
"When a coach like him leaves an institution like this it's not nice for anyone. He sought his happiness and future elsewhere, and I hope he does well.
"I'm very grateful to Mourinho."
Although the coach's exit has clearly had an effect on the Argentina international, Di Maria insists that he is happy in Madrid and that his future lies in the hands of the president and the next boss of los Blancos.
"The decision as to whether I remain a Madrid player is between the president [Florentino Perez] and the new coach. They must decide if I am to play a part next season," he added.
"I am very happy in Madrid. I live a quiet life with my family and my baby who was born a month and a half ago.
"I'd love to stay. I'm happy with my team-mates and with the way I am treated here."