Diaby and the returning Alex Moreno scored in the 2-1 Europa Conference League win at Villa Park.
"Very good game. We played against a tough team. Legia are a strong team," said Diaby.
"We want to finish first in the group. Today it was really important to win.
"We have to continue like this. We have to keep going.
"We spoke before the game with the coach and team-mates and they said you have to start really quick. We wanted to score after 10 or 15 minutes but it was before. It was really good."
On Moreno, he added: I'm very happy for Alex [Moreno]. He had a big injury. He is a good person and I'm very happy for him."