Atletico have been strongly linked with a move for the 26-year-old, who is surplus to requirements at the German side and has been told he can leave.
Now, Marca reports that Diego is keen to make the move, and is so determined to join Atletico that he has refused to discuss a potential move to Galatasaray.
The Turkish giants were hoping to sign him as a replacement for Arda Turan, who has also recently joined Atletico, but have seen their efforts knocked back.