The Argentina international winger put in a man-of-the-match performance in Monday night's Primera Division win at Granada and earned plaudits from coach Carlo Ancelotti.
This came amid continued speculation about his future, with a host of reports claiming that Di Maria will be one of those to lose out from Bale's likely arrival from Tottenham in a world-record deal.
The likes of Arsenal and Galatasaray have been strongly linked with big-money bids for the 25-year-old in recent days, but Di Maria remains insistent that he is happy at the club.
"I understand that the club is strengthening and they are precise in what they do," Di Maria is quoted by AS.
"But I signed up to 2018 just a year ago and my desire is to stay in the Bernabeu."