Speaking in an interview with SportyTV, the Ivorian forward opened up on how the transfer came together, his phone call with José Mourinho and the advice he received from compatriot Didier Drogba once his move to the Bernabéu became known.
"I'm proud and happy because I've made my dream come true," Diomandé said.
His ambition, he added, has always been to become the best player in the world, and that pursuit continues. He described himself as humble but self-assured.
"There's no bigger club than Madrid. They spent a lot of money on me, but I don't feel any pressure. Why should I be scared? I'm going to do what I can on the pitch, and God will do the rest."
The 19-year-old will never forget his reaction when he found out Madrid wanted him.
"It was like a dream because there's no bigger club. From the moment I found out, I didn't sleep. I couldn't believe it. I spoke to Juni, and then I spoke to the boss. It surprised me because he spoke French. Mourinho got up at 5am to speak to me. That shows how important it is. When Madrid calls you, you can't say no, so I said: if they want me, I'll be there."
He also recalled Mourinho's first words to him in person.
"As soon as I arrived, he told me: 'I promised you'd be part of my squad, and here you are.' I told him: 'I'm happy to work with you because you're the best.' I can learn a lot from him, he's the right coach for my development. I'm prepared to die for him."
It is a curious footnote that Diomandé made his professional debut against Real Madrid, coming on as a substitute for Leganés at the Bernabéu.
"It's God's doing. I believe strongly in God. From that match I remember swapping shirts with Mbappé, and today we're in the same dressing room laughing together. I'll never forget Leganés, because they were the only club that gave me the chance to show my quality."
Diomandé is already regarded as a rising icon in African football, but named his own boyhood idols as Yaya Touré and Drogba, having spoken to the latter just days before the interview.
"He told me Mourinho was like his father to him, to be careful. You have to work hard, but he's a good guy. He was a legend and still is, so you have to listen to him. I'm still young and I have to show my personality."
He also reflected on his first World Cup with the senior Ivory Coast side.
"We didn't expect to win, but it was a good tournament. I'm proud to be the youngest player to play a World Cup for my country, and that makes me work harder."
His story gained wider attention during the tournament after he published an open letter to his late sister: "It pushes me to never give up and to keep working hard to make my dream come true. It felt like the right moment to share my story. Everything I do is for her."