The Argentina international has not joined up with the Red Devils on their tour of the United States amid reports United have agreed a £46.7m deal with Ligue 1 champions Paris Saint-Germain.
United broke the British transfer record to sign Di Maria in a £59.7m deal from Real Madrid last summer, but the South American struggled to perform consistently in his first season in the Premier League.
And former Red Devils defender Neville took to Twitter to react to the latest developments surrounding the 27-year-old winger on Saturday night.
I was genuinely delighted with the Di Maria signing. I'm genuinely disappointed how it's turning out.
— Gary Neville (@GNev2) July 26, 2015
The former Benfica winger scored four times in 32 appearances in all competitions last season.
Di Maria won La Liga, the Champions League and two Copa del Rey trophies during a five-year stay at The Bernabeu.
Van Gaal has already signed Memphis Depay, Bastian Schweinsteiger, Matteo Darmian and Morgan Schneiderlin in the summer transfer window.
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