The Brazilian is very much looking forward to Wednesday's encounter against Athletic Bilbao, which he sees as a big moment in his career
The attacking midfielder, capped 33 times by Brazil, has played an integral part in his side's brilliant 2011-2012 European campaign, which has seen Atleti beat the likes of Lazio and Valencia on their way to the final.
He is now anticipating what could be his first ever continental silverware, having missed the 2008-09 Europa League final between Shakhtar Donetsk and ex-club Werder Bremen through suspension.
Speaking to Brazilian website Globoesporte, Diego said: "This will be one of the most important matches of my career. We are close to having reached our goal, which would be such an extraordinary achievement. Being in the final means there is only one more step to go. Football is all about results and silverware."
On loan to Atletico from the Germans, Diego recalls having to sit out of the final three years ago: "I had an opportunity with Werder, but I could not play after picking up three yellow cards. Now I have another chance and hopefully we make it this time."
The capital side claimed the first Europa League crown two seasons ago, defeating Fulham in the final on that occasion.