The 25-year-old winger believes the Liga giants will be once again subjected to an arduous 90 minutes in Germany in this week's Champions League semi-final first leg
Los Blancos travel to Signal Iduna Park this week as their quest for la Decima intensifies, but the Argentina winger has warned that Jurgen Klopp's side are likely to pose a significant threat - just as they did during the group stages.
"We have two very important matches against Borussia Dortmund and we know it will not be easy. We struggled against them in the group stage and I believe that it will be the same this time," Di Maria told the club's official website.
"They are a very similar team to us, with a very strong counterattack, and they are also on a good run of form. We have to do things at 100% to get through the tie."
Meanwhile, the Argentine also praised Madrid's German duo of Mesut Ozil and Sami Khedira, and believes the midfield stars' development is key to their future success.
"They have both improved tremendously and have developed well in every way. They are both playing the best football of their careers so far," added Di Maria.
"Sami is doing really well and the coach really acknowledges that. Mesut is getting a lot of assists and both of them are vital to us."