In May, the big-spending French club were fined for breaching Financial Fair Play regulations, hindering their pursuit of the £50m-rated Argentine.
Di Maria, who has four years remaining on his Blancos deal, has signalled his intention to leave the Bernabeu recently, but Blanc says that Paris is not an option for him.
"With large players like Di Maria, there are a lot of clubs behind him certainly," he told L'Equipe.
"PSG cannot do what it wants in terms of recruitment [because of FFP]. This is a difficult issue, the president has confirmed to me."
Manchester United have also been linked with a move for the 26-year-old.