Di Maria was on the scoresheet twice as Madrid netted all five of their goals during the opening half at the Mestalla.
"It was a match that we made easy for ourselves," the Argentine told the club's official website. "We did things well from the start.
"It was important to keep our winning streak going. There are some matches that are difficult and others that are easier, but this time we had a great match and we went out to press forward as we have been doing and we got a lot of goals."
Third-placed Madrid are now 15 points behind leaders Barcelona in the La Liga table.