Di Maria penned a new deal with Real this month.
"With the coach I've grown in every way. I'm better tactically and I have more faith in the things I do. The trust he has shown in me since the first day is spectacular and I only have words of gratitude for him," the winger told Marca.
"There is no doubt that Mourinho is a coach very special to me. With him I have improved each year and it pains me that because of injuries last season I could not give more. "