The ex-Manchester United flop has been previously targeted by burglars while he was at Old Trafford and his former club Paris Saint-Germain.
In the latest incident, Di Maria was said to have been relaxing with his family and a teammate when the incident occurred.
Reports added that the attempted break-in around 7.30pm on Thursday occurred in the same area of Turin where Cristiano Ronaldo and his family lived while he played for Juventus.
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