The Blues sent Peter Kenyon to Lisbon last week, according to the Sunday Mirror.
The former chief executive is not longer employed by Chelsea but he is used for special missions.
Kenyon has a great relationship with Di Maria’s agent Jorge Mendes.
A Benfica source told News of the World: “Chelsea are very keen on a deal now before taking him to London in the summer. He seems to be a top priority.”
Manchester United are also reportedly interested in Di Maria.