The Argentina international arrived at Old Trafford in August from Real Madrid for a club-record £59.7m.
However, Cole believes that the 26-year-old has already shown during his five Premier League appearances that he is worth the fee.
"He has played so well and given a little bit of spark. It's what you always want when you come for that kind of money, everyone is expecting something special and he's done just that," Cole told the club's official website.
"I think when you come to a football club like Manchester United, there is always going to be pressure but he has played for another massive club in Real Madrid. He is used to having the cameras always on him, you might say having the microscope on him but, the way he has started at United, he won't have a problem as he is clearly a quality player."
Di Maria has scored three goals and assisted a further three for his teammates this season.