Di Matteo has been replaced by Rafa Benitez.
Mata wrote on his Facebook page: "It's been a difficult day. Roberto Di Matteo is no longer our manager. I would like to thank him for all this time with us and wish him the best of luck for the future.
"As a player he has been a legend for the 'Blues'. With him as a manager we won our first Champions League. He will always be remembered. Good luck Robbie!"