Now, after being quoted as saying he would love a move back to England to have another shot at the Premier League, he is being heavily linked with the Wearside club yet again.
Roy Keane, surprisingly, has done nothing to quell rumours of a summer transfer raid for his former team-mate after admitting that he would be interested if Atletico were willing to part company.
"I think we got linked with Diego last summer as well," he said.
"As much as I think he's a top player, I think the priority for us at the moment is to stay in the Premier League.
"We have a few targets which we'll hopefully bring into the club in the summer, but obviously that will all depend on what league we're in.
"But we still believe we will be in the Premier League, and if I was told that Diego was available then maybe I would be interested."