PSG told AFP that Di Maria was one of two players who were victims of burglaries during the game.
A source close to the investigation told AFP on Monday that although the burglary took place in the presence of Di Maria’s family at their home in Hauts-de-Seine, there was no violence.
CNN has contacted Di Maria’s representatives and Paris prosecutors for comment. PSG is yet to comment.
PSG’s sporting director Leonardo was seen on his mobile phone in the stands during the second half of Sunday’s game.
A brief discussion followed between Leonardo and manager Mauricio Pochettino, who was on the touchline.
Di Maria was replaced soon after by fellow Argentine Leandro Paredes in the 62nd minute and was immediately escorted down the tunnel by Pochettino. The midfielder later returned to the bench.
The Argentine’s home was not the only one to be burgled during the time of the game.
A statement on behalf of Brazilian defender and club captain Marquinhos said his parents’ home had also been burgled with his family on the premises.
“Nobody was hurt, everybody is well and recovering from the scare. French authorities have launched an inquiry”, the statement added.
Following Sunday’s game, which saw PSG lose 2-1 and fall three points behind league leader Lille, Pochettino addressed the media.
“There are situations outside football that you have to take into account,” he said. “I think the players are the first to be aware of it, as we are, of the disappointment of having lost three points, but there are things that you already know, that the group is concerned about.
“They are concerned not only about the defeat, but about things that you probably already know about.
“It’s not an excuse, but there was an unusual drop in energy.
“So, when your colleague asked me if we had spoken with the players, yes, we had spoken with the players, but not about what happened football-wise. We’ll have time to talk about that tomorrow (Monday).”
PSG had led at halftime through Julian Draxler’s goal, but scores from Randal Kolo Muani and Moses Simon in the second period handed Nantes an unlikely victory over the French champion.