Di Maio, who also leads the anti-establishment Five Star Movement, had met with yellow-vest leaders Christophe Chalencon and Ingrid Levavasseur in the outskirts of Paris on Tuesday.
France has recalled its ambassador in Rome after what Paris described as baseless and repeated attacks from Italy's political leaders in past months, and urged Italy to return to a more friendly stance.
Griveaux said that the visit violated "the most elementary diplomacy" because it was unannounced.
He has spent much of the past month touring France in a "great debate" with citizens to try to lift his own approval ratings and regain the initiative in the face of the protests.
In an open letter to the movement published on the M5S' official blog, Mr Di Maio said: "We know what animates your spirit and why you chose to take to the streets to make yourself heard".
Her remarks come after a series of meetings between Macron and opposition leaders on Wednesday.
The two countries have periodically argued about commercial issues including shipbuilder Fincantieri's proposed takeover of France's STX and a past Italian government's contention that landline assets constitute a strategic asset.
In response to France's move, Salvini said he was open to meeting with Macron and the French government, but insisted that France must stop sending back migrants at the border and stop penalizing Italian workers in France.
France's Europe minister, Nathalie Loiseau, said the decision to recall the ambassador was rare but necessary.
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"For several months, France has been the subject of repeated accusations, unfounded attacks and outlandish claims", the ministry said in a statement, calling the situation "unprecedented".
The two governments have also clashed over issues such as immigration.
"To disagree is one thing, to exploit a relationship for electoral aims is another", it added.
French President Emmanuel Macron blasted Rome for refusing to take in a migrant rescue ship carrying hundreds of people.
Conte, a political unknown who became prime minister a year ago as a compromise between Salvini and Di Maio, was caught on video at last month's World Economic Forum in Davos discussing the dispute with German Chancellor Angela Merkel.
The insults of Macron do not affect me, they make me strong.
The "yellow vest" protests against fuel taxes began in rural and small-town France in late November, before ballooning into a wider revolt against Macron's policies and governing style.
Arguments between the two countries started last summer, when the French President warned that populism had started to spread "like leprosy".