The Argentina winger was met by cries of derision from the home support when replaced by Gareth Bale in the 64th minute of the La Liga clash and appeared to grab his groin as he left the field.
With some interpreting the action as a rude gesture, Di Maria insists he never meant to cause offence.
"It never occurred to me to offend anyone, least of all the supporters in the Bernabeu," he is quoted as saying by Football Espana. "They are talking about a gesture of mine when I was substituted, but I didn’t direct anything towards anybody.
"I would not think to make an ugly gesture, even less so with my wife and daughter inside the stadium, and I always try to do the best possible.
"I think people are making a lot of noise about something that has been misunderstood."
Di Maria has been linked with a move away from the Bernabeu having fallen out of favour following Bale's arrival in September.
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