Di Maria, who is set to join PSG within 48 hours in a £46.5m deal according to reports in several of Sunday’s newspapers, was due to meet up with his United team-mates in San Jose.
But the British record signing – he cost United £59.7m when he joined them from Real Madrid last year – did not catch his plane to California.
“No,” said United manager Louis van Gaal when asked if the 27-year-old Argentina winger had flown to San Jose.
“I have heard he is not on the plane. I cannot say anything. He was not on the plane.”
Di Maria’s fellow Argentine Marcos Rojo, who had been also been given extended leave following the Copa America, was another United player who did not make it to the US for Saturday’s 3-1 win over Barcelona in Santa Clara.
The only person who reported for duty who was supposed to was striker Javier Hernandez, who was playing for Mexico in the Gold Cup.
“Marcos Rojo was also not on the plane. He had passport issues,” Van Gaal added.
“That I do know. But for Di Maria I do not know why. Javier Hernandez is here.”