The 26-year old Brazilian is looking to depart the German club with some reports suggesting he is favouring a move to Liverpool.
Diego has made it clear he wants an England shift but did not get into which club, or clubs, he is attracting interest from.
“I prefer not to mention the names of clubs out of respect for the managers and the owners, but it’s true that there is contact with some clubs in England,” he said.
“Of course I will give these offers special attention because it’s my dream to play in the Premier League. At this moment, England is where I want to play.
“We are just starting to have conversations with clubs so it’s too early to say where I will be going, but it would be perfect if I can play in the Premier League.
“I have no idea in this moment of the exact fee, but I think because Wolfsburg and myself both want the same solution it will not be so difficult.
“When everybody wants the same outcome it makes things easier but I have not been told a number yet.
“I think it’s best if the club and myself go in different directions. I hope the move can work out well for everyone.”