The Argentina winger denied the action was directed at Real fans who whistled him off the pitch or coach Carlo Ancelotti and an internal enquiry concluded there was no reason to sanction him.
The 25-year-old, who was replaced by Gareth Bale midway through the second half at the Bernabeu, insisted it was "a natural gesture" and said he apologised if anyone had found it offensive.
"It is not possible to conclude that Di Maria was responsible for any offensive gestures and lack of respect towards the fans at the Santiago Bernabeu on January 6 and therefore he committed no offence worthy of disciplinary action," read a statement from the Spanish club.
Ancelotti said on Wednesday that he wanted the issue forgotten as quickly as possible so Di Maria could focus on playing.
There has been plenty of speculation over Di Maria's future in recent weeks after he slipped down the pecking order following the arrival of world record signing Bale from Tottenham in August.