The Argentina international joined United for a British record fee of almost 60 million pounds (about $93 million) from Real Madrid last year but completed a switch to French champions Paris St Germain on Thursday after only 12 months.
"I write this note to thank all the Manchester United family for the great support received during the year I've been part of this Club," Di Maria told United fans in an open letter, published widely by the British media.
"I'm aware things didn't work as we all expected and believe me, I feel really sorry about it."
The winger made an impressive start at Old Trafford with three goals in his first four games, but suffered a two-month injury layoff and then failed to nail down a regular starting place under manager Louis Van Gaal.
"I can guarantee you it was not for trying. I did my best but football is not like maths: often a lot of things out of our control affect the way we feel and the way things turn out," the 27-year-old said.
"I am sorry it did not work out as I would have wished in this amazing huge club."
Di Maria was also reportedly unsettled by a break-in at his Chesire home in January.
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