This title likely refers to a piece of art, literature, or music that focuses on Diego, a person or a concept. It suggests a deeply personal and introspective work, where the creator reflects on their thoughts and feelings about Diego.
To understand the deeper meaning, you would need more context.
* Who is Diego? Is he a historical figure, a loved one, an idea, or something else?
* What is the medium? Is it a painting, a song, a poem, or something else?
* What is the overall theme or message?
Once you have this information, you can get a clearer picture of what "Diego en Mi Pensamiento" truly means.