Di Matteo, who took the reins from Andre Villas-Boas on an interim basis in March, guided Chelsea to success in both the FA Cup and Champions League before being handed a two-year deal in the summer.
However, he was sacked after Chelsea's 3-0 defeat at Juventus on Tuesday night, with the result leaving them with slim hopes of progression to the next phase of the Champions League.
Mata wrote on his Facebook page: "It's been a difficult day. Roberto Di Matteo is no longer our manager. I would like to thank him for all this time with us and wish him the best of luck for the future.
"As a player he has been a legend for the 'Blues'. With him as a manager we won our first Champions League. He will always be remembered. Good luck Robbie!"