Di Matteo's reign at Stamford Bridge lasted just 262 days - six more than his predecessor Andre Villas-Boas - but during his short time in charge they won the Champions League and FA Cup.
Di Matteo was dismissed in the early hours of Wednesday morning after Chelsea's 3-0 Champions League defeat to Juventus.
Later the same day Rafael Benitez was appointed as interim manager until the end of the season.
Di Matteo said: "I am extremely proud of the successes and trophies that we were able to bring to the club in recent months.
"Lifting Chelsea's first Champions League trophy in Munich was the best achievement in the club's history and without doubt the highlight of my career."
"I have a deep and unreserved passion for Chelsea Football Club and I would like to sincerely thank all of my staff, my players and of course the Chelsea fans for their tremendous support in the intense time I have been manager at the Bridge."