The Argentine also says that Los Blancos are determined to win the Champions League as well this campaign.
"Right from the start of the season we have been going for everything and we want to win every competition," he said.
"We know that in the Champions league just one match can make the difference but we are in first place [in Group D], we have six points and tomorrow [against Borussia Dortmund] we will keep going.
"In the league we are eight points behind Barcelona but we can still win the title."
Di Maria has scored one goal in eight league appearances for Madrid this season.