Juve go into the game on the back of victory over Genoa on Sunday.
"We are going there to win," Diego wrote on his official website. "We have gone through a phase that hasn't given us the results that we hoped for, but going on the pitch for a match in another competition is always a good motivation.
"It will be a difficult encounter. Ajax are a strong team and they are going through a very good spell in the Dutch League.
"However, we have to have confidence in ourselves. We have the resources to win."