The 28-year-old says he retains a strong affinity with the Rojiblancos and would jump at the opportunity to go back to the Vicente Calderon
The 28-year-old Brazilian has been repeatedly linked with a return to the Vicente Calderon, having enjoyed a season-long loan in the Spanish capital two years ago.
The Rojiblancos have yet to make a move for their former attacker but Diego admits he would relish the opportunity to team up with coach Diego Simeone once more.
The former Juventus man told COPE: "Everybody knows that Simeone and I have a special relationship. He is one of the best coaches in the world and it was a true pleasure working with him.
"Everybody knows the love I have for Atletico. I have a valuation and if they are not willing to pay that I must accept it.
"But at the moment I am only thinking about Wolfsburg and doing well for them."
Diego, whose current deal expires next summer, netted three times in 30 appearances throughout his year-long stay with the capital club.