Di Maria scored three Premier League goals in 27 appearances for United.
The winger left United to join Paris Saint-Germain in a £44.3million deal in the summer, just a year after moving to Old Trafford.
Di Maria told Spanish newspaper Marca: “My intention was always to stay at Madrid. I don’t really know what happened on the inside of the deal – these are things that representatives deal with. It happens in football.
“My move to PSG could have happened before this summer but it didn’t for financial reasons and I ended up going to United. In the summer I had the chance to go there again and I could not say no.”
When asked about why his move to United turned sours, Di Maria said: “I started very well but then I had problems with people at the club, I started being left on the bench, then my home was robbed. It all just made me want to get out of there as quickly as possible.”