Diallo is a graduate of the Monaco youth academy, joining them at the age of 15.[4] Diallo joined Brest on loan in 2018.[5] He made his professional debut with the club in a 1–1 (4–3) penalty shootout win in the Coupe de la Ligue over Sochaux on 14 August 2018.[6]
Southampton
On 4 October 2020, Diallo signed for Premier League club Southampton on a four-year contract, for an undisclosed fee.[7][8] On 17 October 2020, Diallo made his first appearance for the club in a 3–3 draw against Chelsea, where he came off the bench to replace Oriol Romeu.[9] His first Premier League start came in a 0–0 draw against Fulham on 26 December.[10]
On 21 September 2021, Diallo scored his first professional goal, in the EFL Cup against Sheffield United which ended 2–2 at full time before Southampton advanced 4–2 on penalties.[11]