Di Maria joined the Red Devils from Real Madrid ahead of the 2014/15 campaign for a massive £59.7million, with expectations high that the Argentina international would set the Premier League alight.
However, while starting strongly Di Maria faded badly in the second half of the season, making 27 league appearances and scoring three goals while providing 10 assists.
This has led to speculation that Di Maria will be allowed to leave Manchester in the off-season, but Scholes does not believe that this would be wise despite the 27-year-old's mediocre beginnings.
"A good start but, for £59.7m, the hope was that he would give United much more," Scholes wrote in his column for the Independent.
"I accept he has had problems off the pitch settling into life in Manchester, but there is no way he can see the season as anything other than a disappointment.
"This was, after all, the best player in last season's Champions League final. Nevertheless, the quality is there and I don't think United can afford to lose him.
"They need that kind of player if they are to compete at the highest level in the Champions League. Let’s see what next season brings."