The Brazilian has been told he no longer has a future at his current club following his no-show for their last game of the 2010/11 season.
Diego flopped at Juventus in 2009/10 and only joined Wolfsburg last summer on a four-year contract, but he claims transfer talks are taking place with 'several clubs'.
He is quoted as saying: "At this moment I desperately want to play in England. There are talks with several clubs just starting.
"It is way too early to admit my destination. Anyway, it would be perfect to feature in the Premiership in the future.
"I will definitely consider all offers in a careful manner. It is my dream to play in the Premiership. I am looking forward to getting a solution."