The midfielder, on loan from Wolfsburg, has downplayed his side's chances of winning the tournament, choosing instead to take a step-by-step approach with his team now in the semis
The Spanish giants defeated Hannover 2-1 in Germany in the second leg of their quarter-final tie on Thursday to go through 4-2 on aggregate and Diego Simeone's men will now face Valencia in the semis.
However Diego, who is on a season-long loan from Wolfsburg, is refusing to talk about winning the competition, even if they are at the latter stages of the tournament.
"It's too early to say whether we will be [Europa League] champions or not," he said after the game. "We must now play very well against Valencia because they are a great team.
"But of course, our objective is to be champions. I think we can do that but we must go step by step and concentrate on the next game. If we play well, then I think we have a great chance.”
The Brazilian attacker then analysed how his team overcame Hannover, a side he is accustomed to after spending several seasons in the Bundesliga
"We played against a very tough opponent. Hannover are a great team but we won the two games because we played better. Because of that we are in the semi-finals and I’m very happy about that," he added.
"We were intelligent throughout. In the first half we could have done better in attack. In the second half our final ball was better and that was the difference. When we had the chance, we scored.
"It was difficult for Hannover to defend over 90 minutes and we knew we would have more space in the second half than in the first."
Atletico return to Liga action at the weekend when they travel to Levante on Sunday morning.