The 28-year-old’s career has only really ever taken off in Germany - with his time in Portugal, Italy and Spain slightly more disappointing.
However he seems to now be considering taking on the English Premier League.
"I know there is interest from Premier League clubs. I have heard Arsenal is one of them. It would be the ideal destination for me because their style suits my characteristics. Of course I would say yes to Arsenal. Southampton have great organisation and discipline and big talents like Adam Lallana. But again, there is nothing concrete."
But Southampton have made it clear that they are not so keen on the player - who once cost Juventus a whopping €27 million to pry him away from Werder Bremen in 2009.
Mauricio Pochettino stated to the local paper the Daily Echo today:
"Of course we know of him, as we know of any other players. But that piece of news doesn't make any sense, because Southampton is not interested in him. We have also seen this news in Spanish media, so I don't really know where these rumours come from."
With that in mind Diego must now be hoping that Arsenal will come in with a bid for him - as his contract expires in the summer.
He has good rapport with Mesut Ozil from their time together at Werder Bremen - but do Arsenal need him?
The short answer is no.
The club have plenty of players who can play in that position - and the playmaker turns 29 in February.
A return to Brazil, or a stay in Germany certainly seems more likely.
Southampton might have been his only shot.
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