The Argentine has been strongly linked with moves to Barcelona and Bayern Munich after a season in which he started just 20 league games.
Di Maria notched 10 assists in the Premier League but found himself on the bench for the final two months of the campaign.
Argentine newspaper Ole asked whether he has been unhappy since his move to Manchester United and he said: “Yes. For me, and my family. Because not everything goes as I want, because I don’t play…because I came with an intention and end up on the bench. It’s hard to tell how I feel there.”
In quotes translated by Sport Witness, Di Maria answered questions about a possible transfer away from Old Trafford: “No, because I’m not thinking like that. In Madrid there were times when I was whistled around the stadium but faced it and then it turned around. I like to deal with things.
“I started well, with goals and assists. I was having a good time, until I was out. It’s a little hard to explain why I do not play.”