According to ESPN.com's Coley Harvey, the 24-year-old Diehl thought Yankees manager Aaron Boone had been joking when informing him of the trade.
Diehl said he had mistakenly skipped ahead of CC Sabathia when players were getting haircuts before Saturday's 7-3 loss to the Toronto Blue Jays. He then assumed Boone's talk was then a lighthearted measure of revenge.
The only problem was, Diehl really had to pack his bags for Scottsdale, Arizona, where the Rockies are stationed for spring training.
"A lot of emotions going through my mind. I enjoyed being a Yankee to the fullest," he said of the move. "I was treated with nothing but the utmost respect. They made sure that we were comfortable at all times. I made some unbelievable friendships here. I'm going to miss every single one of them."
Diehl made 39 appearances between High-A and Double-A in 2018. He finished with a 2.51 ERA and 108 strikeouts in 75.1 innings. In nine appearances for the Yankees this spring, he allowed five earned runs but struck out 17 batters, walking only four.