Diego Carlos was part of the club's successful 2019–20 UEFA Europa League campaign. In the run up to the final, he conceded penalties in both of Sevilla's quarter-final and semi-final matches against Wolves and Manchester United respectively and then also gave away a penalty early on in the final itself against Inter Milan on 21 August 2020. He had a hand in the game-winning goal as his overhead kick was turned into the net by Romelu Lukaku.