The Argentina international completed a British record €84 million transfer to Old Trafford on Thursday and immediately expressed his joy at joining "one of the biggest clubs in the world".
However, Di Maria has now admitted in an open letter that he wanted to stay at Madrid and is bitterly upset that he was made out to have been holding the club to ransom over his demands for a new contract.
"My cycle at Real Madrid has come to an end," the winger wrote in a letter published by Marca. "It's impossible to capture everything I've experienced here in a few lines, but I hope this letter communicates what I feel at the moment.
"I had the honour to wear this shirt for four years and I feel nothing but pride for what I went through and achieved with my team-mates.
"Unfortunately, I have to go, but I want to make clear that this was never my desire. Like anyone who works, I've always wanted to progress.
"After winning La Decima I went to the World Cup with the hope of receiving a gesture from the board, which never arrived.
"Many things and many lies were told. Someone may not like me. The only thing I asked for was something fair.
"There are many things that I value and many of them have nothing to do with my salary. I hope to find them at Manchester United, one of the biggest clubs in the world."
However, Di Maria was keen to pay tribute to his former colleagues and issued an apology to the club's fans for his behaviour during a sometime strained relationship with the Santiago Bernabeu faithful.
"I've been lucky to play in a team with fantastic players, who have been even better friends," he continued. "I think that was the key to La Decima.
"I want to apologise for my mistakes, on and off the pitch. It was never my intention to hurt anyone.
"I sweated in every game I played in the [Madrid] shirt as if it were the last."
Di Maria joined Madrid from Benfica and helped the club win a Liga title and two Copa del Reys before playing a key role in last season's Champions League success.