In 2000, Díaz moved to Italy and joined Udinese Calcio, only missing three Serie A matches as the team finished in 12th position. In the following four years he played in Spain, representing RCD Mallorca, Levante UD, Albacete Balompié, Ciudad de Murcia and UD Almería, having little overall impact and only totalling 14 La Liga appearances for the first and the third sides.