How would be my name in Japanese, Is there the name DIEGO in Japanese kanji?

Question

Answer

ディエゴ is phonetically closer.  Though we do not have appropriate Kanji that 
matches your name, I would suggest you to use "醍醐" (pronounced "daigo").  
This is an elegant name (which means an ancient ambrosia like cheese) and 
was also used by an emperor of Japan some 1100 years ago.

Answer

We write names in japanese with katakana ...So Diego --> Jiego ヂエゴ