- Best friends with Gael García Bernal since childhood.
- Wife, Camila Sodi, gave birth to their second child, a daughter named Fiona, on July 1, 2010. The baby is named after Diego's mother who passed away when he was two.
- His favorite movies are Reservoir Dogs (1992) and Pulp Fiction (1994).
- Co-founder of the production company Canana Films [mx] along with childhood friend and fellow actor Gael García Bernal and Mexican producer Pablo Cruz. The company focuses on Mexican - and Latin American-themed features that deal with social justice issues.
- His father is Mexican. His mother was British, of Scottish and English descent, and was the daughter of Robert Love Alexander and Margaret Elizabeth "Peggy" Spring.
- His favorite actors are Javier Bardem and Vincent Gallo.
- Sang with Zoe Saldana on the song "No Matter Where You Are" for the soundtrack for The Book of Life (2014).
- Was in a relationship with Suki Waterhouse (2015-2018).
- Met ex-wife Camila Sodi on the set of The Night Buffalo (2007). They split up in 2013.
- Good friends with Romola Garai.
- His mother, Fiona Alexander, died in 1982.
- Wife, Camila Sodi, gave birth to their first child, a son named Jerónimo, on August 12, 2008. He weighed 8 lbs. 2 oz. and was 22 inches long.
- He was originally cast in the film 'Goal' in 2004 but when the producers saw the first few days of shot film they found that the director , Michael Winterbottom was making it as a drama documentary rather than a straight drama which was what they wanted so cast and crew were sacked and new writers, director and cast were brought in.
- Was born in the same town as Fernanda Romero.
- Was romantically linked to Olga Segura and Paulina Dávila.
- In a relationship with Marina de Tavira since 2019.
- Has the same date of birth as Justin Roberts.
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