The 28-year-old Brazilian will become a free agent at the end of the season when his current contract with the Bundesliga club runs out.
"I know there is interest from Premier League clubs," he told The Sun. "I have heard one of them is Arsenal.
"It would be the ideal destination for me because their style suits my characteristics perfectly. Of course I would say 'yes' to Arsenal."
Diego has been at Wolfsburg since 2010.
Restore Data
| Team | P | W | D | L | F | A | GD | PTS | |
| 1 | Liverpool | 6 | 5 | 0 | 1 | 12 | 2 | 10 | 15 |
| 2 | Manchester CityMan City | 6 | 4 | 2 | 0 | 14 | 6 | 8 | 14 |
| 3 | Arsenal | 6 | 4 | 2 | 0 | 12 | 5 | 7 | 14 |
| 4 | Chelsea | 6 | 4 | 1 | 1 | 15 | 7 | 8 | 13 |
| 5 | Aston Villa | 6 | 4 | 1 | 1 | 12 | 9 | 3 | 13 |
| 6 | Fulham | 6 | 3 | 2 | 1 | 8 | 5 | 3 | 11 |
| 7 | Newcastle UnitedNewcastle | 6 | 3 | 2 | 1 | 8 | 7 | 1 | 11 |
| 8 | Tottenham HotspurSpurs | 6 | 3 | 1 | 2 | 12 | 5 | 7 | 10 |
| 9 | Brighton & Hove AlbionBrighton | 6 | 2 | 3 | 1 | 10 | 8 | 2 | 9 |
| 10 | Nottingham ForestNott'm Forest | 6 | 2 | 3 | 1 | 6 | 5 | 1 | 9 |
| 11 | Bournemouth | 6 | 2 | 2 | 2 | 8 | 9 | -1 | 8 |
| 12 | Brentford | 6 | 2 | 1 | 3 | 8 | 10 | -2 | 7 |
| 13 | Manchester UnitedMan Utd | 6 | 2 | 1 | 3 | 5 | 8 | -3 | 7 |
| 14 | West Ham UnitedWest Ham | 6 | 1 | 2 | 3 | 6 | 10 | -4 | 5 |
| 15 | Ipswich TownIpswich | 6 | 0 | 4 | 2 | 5 | 10 | -5 | 4 |
| 16 | Everton | 6 | 1 | 1 | 4 | 7 | 15 | -8 | 4 |
| 17 | Leicester CityLeicester | 6 | 0 | 3 | 3 | 8 | 12 | -4 | 3 |
| 18 | Crystal Palace | 6 | 0 | 3 | 3 | 5 | 9 | -4 | 3 |
| 19 | Southampton | 6 | 0 | 1 | 5 | 3 | 12 | -9 | 1 |
| 20 | Wolverhampton WanderersWolves | 6 | 0 | 1 | 5 | 6 | 16 | -10 | 1 |
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