The former Brentford man, frozen out at Leeds this season, spent a spell earlier in his career with the Millers in 2007 and has been linked with a return.
Confirming he rates Diagouraga as a player, interim-boss Warne, questioned as to whether the 29-year-old could move to Rotherham, said: "There is a possibility in that and I really like him as a player.
"But I wouldn't speak about me bringing him back here because while he is a Leeds player, I just think it is disrespectful.
"I do really like him. But I could sit here and name twenty central midfielders that I like.
"But it is no surprise that we are being linked to him, as I have been saying I want my players to have pace and athleticism and he's comfortable on the ball and a very good player.
"I understand why that link has been made. But I am respectful and that's as much as I can say."
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