The 27-year-old scored a fine individual effort late in the game to seal the victory for the capital outfit and was full of praise for his side's achievement in overcoming what he felt was a very stern test from their Primera Division rivals.
“We played against a tough rival like Athletic, but we played an almost perfect match,” said Diego to Uefa’s official website.
“It was a difficult match, we never said it was going to be easy. I have to thank God for this [victory].”
Atletico’s triumph sees them capture their second Europa League crown in three seasons, having last won the trophy against English side Fulham in 2010.