Diego joined Juventus in the summer of 2009 after establishing himself as one of the most exciting midfielders in Europe during his time with Werder Bremen, where he scored 52 goals in 128 games.
However, he struggled to come to terms with Italian football in his solitary season with the Bianconeri, netting just seven goals in 44 appearances, and failing to impose himself when it mattered.
He returned to Germany the following season and joined Wolfsburg, but his time there was marked by controversy and suggestions that Diego did not get along with coach Felix Magath.
Now looking to rebuild his career at Atletico, Diego insists that his time in Italy was not a failure.
"I think I did a good job at Juventus, but not everyone agreed with that," Diego said according to Tuttomercatoweb.com.
"However, I still have a good memory of the fans, and I think they remember me too."
Nonetheless, Diego was keen to stress he was fully focused on playing well for Atletico, and would not rule out the possibility of making his loan move permanent eventually.
"I feel good and I think I can work hard and play well with Atletico.
"Will I continue here after the loan? There is still plenty of time, I want to play where I am happy."
Atletico's next engagement sees them take on Udinese in the Europa League on Thursday.