Felix Magath was dismissed as manager last week after a poor start to the season saw Wolfsburg win just one of their first eight league games.
Diego played a pivotal role in the win at Dusseldorf, scoring a penalty and laying on a goal for Ivica Olic.
The Brazilian international thinks that the team were able to turn things round because they were playing without fear.
He told Bild: "It was really great fun, we enjoyed the 90 minutes. I hope our old coach can be happy, like we are now.
"All the players were free, it was unbelievable. No-one was afraid of making mistakes. Mr Lorenz prepares each player intelligently and with respect.
"We have to collect the points, then it would be normal for him to stay. I hope that happens."
Wolfsburg are back on the road in their next Bundesliga match in a basement battle against Nuremburg next weekend.