The 21-year-old Argentina forward was reported to be at the centre of a £40million tug-of-war between the two big-spending clubs over the weekend.
The youngster's stock has risen after scoring the winning goal in the final of the 2008 Olympic Games in Beijing, but Di Maria claims he has no plans to leave Portuguese football.
"I have not spoken to anybody and the only thought in my head at the moment is that I would like to continue playing for Benfica for many years," he said.
The former Rosario youngster signed for Benfica in 2007 and has scored 17 goals in 51 league appearances for the club.
Argentina coach Diego Maradona has tipped the attacking midfielder to take next summer's World Cup finals by storm.
He has won three internationals caps to date after progressing from the under-20 side.