Di Maria insists everyone, whether they are in the starting line-up or not, is pulling in the right direction.
"The team is very strong and it shows on the field that it is more united," he told Real Madrid TV.
"It does not matter if you score a goal or someone else does. It is something we all know. We can accomplish anything this year.
"Last year we were very good but this year we have grown so much more as a squad.
"The players who have come in have adapted well and quickly."
Di Maria has been impressed with the way Mourinho has maintained morale in a bloated squad.
"He is the same to everyone: to those who play and to those who don't," he added. "He is aware of the players who are not playing and whose morale is low because they want to play.
"When I was not playing he was always there for me. When I went on against Real Betis he said: 'do what you know' - those are the things that give you strength and encouragement.
"Mourinho has taught me a lot. He wanted me in the team and I have to thank him that I'm here."