Diego claims he is unaware of the club fine he has been hit with by Wolfsburg.
A spokesman for the German club has confirmed the 2009 Bundesliga champions have imposed a heavy fine on the Brazil international.
However, Wolfsburg refused to reveal the exact amount, with reports claiming it could be as much as 500,000 euros (£444,000).
Diego stormed out of the team hotel after being dropped for the final game of last season against Hoffenheim and missed Wolfsburg's 3-1 win, which maintained the club's top-flight status.
"I don't know anything about a fine," he told German magazine Kicker.
"I have to wait to speak to the club.
"The fact is I have a contract and everyone must respect that.
"Whatever we have to do, we will do it together."
Diego expects to learn whether he still has a future at the club when he meets with new coach Felix Magath on Friday.
The 26-year-old playmaker is due to report back with the Bundesliga club for the start of pre-season training.
This is the second time the former Werder Bremen man has angered club management after ignoring the instructions of then-coach Steve McClaren in February, for which he was later fined.
According to press reports, Wolfsburg would be willing to sell Diego for 10million euros, a third less than the club-record 15m euros they paid Juventus to secure his services last August.