Di Maria has attracted attention for a series of excellent performances with Benfica, while he has also broken into the Argentina national team.
Chelsea have reportedly been tracking the winger's progress, sending scouts to watch him on three occasions.
The Blues, who are appealing an 18-month transfer ban, are understood to be interested in securing his services.
A number of other clubs have also been linked with the 21-year-old, including Liverpool, Manchester United, Inter Milan and Real Madrid.
Benfica recently increased Di Maria's buy-out clause to 50million euros in anticipation of possible offers and the player is unsure whether he will move or stay.
However, he is aware of the transfer talk and has hinted that he might be tempted to come to England.
"Maybe I will move to another league. This depends on the president of Benfica," Di Maria said in The Sun.
"You never know which club it will be.
"Everyone is talking about Liverpool and Chelsea all the time."