Diego began his career at Santos, where he won two Campeonato Brasileiro Série A titles before moving to Porto in 2004. Despite winning further trophies in Portugal, his personal form dropped. After two seasons, he moved for €6 million to Werder Bremen where his form improved, winning domestic honours and helping them to the 2009 UEFA Cup Final. He also won honours at Atlético Madrid, including the UEFA Europa League in 2012. Since 2016, he has played for Brazilian club Flamengo, with whom he has won the Copa Libertadores among other domestic and international honours.