The Brazilian has spoken about his past and future, and has refused to rule out making his loan deal with the Spanish club permanent when it expires in the summer of 2012
The 26-year-old joined the Italian side from Werder Bremen in 2009, but lasted just one season before he was sold to Wolfsburg.
Diego struggled with the German side last season and was loaned out to Atletico in the summer. He has featured five times for his new side, playing in Saturday's 0-0 draw with Granada.
And while the Brazilian has made a decent start to life in Spain, he feels he also did well in Italy.
"I think I did a good job at Juventus, but not everyone agreed with that," Diego is quoted as saying by Tuttomercatoweb.com.
"However, I still have a good memory of the fans, and I think they remember me too."
Returning to the subject of his future with the Spanish side, Diego did not exclude a permanent switch once his loan deal expires in the summer of 2012.
"I feel good and I think I can work hard and play well with Atletico," he said.
"Will I continue here after the loan? There is still plenty of time, I want to play where I am happy."
The attacking midfielder will hope to play a part when Atletico Madrid travel to Udinese in the Europa League on Thursday.