The Argentine hopes that the goalkeeper will get a chance to join him in the national team set-up after being impressed by his performance on Saturday
Di Maria opened the scoring for the hosts on 46 minutes and Cristiano Ronaldo added a late penalty to seal the win, but Caballero produced a series of top-quality saves to keep los Boquerones in the game.
Speaking to Realmadrid.com, the former Benfica forwarded admitted that he was impressed with his countryman in the opposition goal and felt that he would not be unwelcome in an Argentina squad.
"Caballero is in great form," the 25-year-old told his club's official website.
"He has shown how good he is against a great rival. I hope he has the opportunity to play with Argentina."
The victory has moved Madrid to within three points of Barcelona, who were held to a goalless draw by Osasuna on Saturday, and Di Maria believes that los Merengues are threatening to hit a rich vein of form.
"We played a great match, that's what the coach wanted," the former Rosario Central youth player added.
"We tried to do everything as well as we could against a team that are in good form. We are doing things well and improving as a team. We are working hard every day and at half-time the coach said he was happy with the job that we were doing and that he knew we could win the game."
Madrid play Juventus in the Champions League on Wednesday before turning their attention to Barcelona at Camp Nou on Saturday.