On December 11, 2024, the Angels traded Díaz to the Colorado Rockies in exchange for Josh Rutledge.[3] During the 2015 season, Díaz had a 3–5 record and a 4.58 ERA with 50 strikeouts in 47 appearances for the Albuquerque Isotopes of the Triple–APacific Coast League and a 2.37 ERA with 18 strikeouts in 21 appearances with the Rockies. During spring training in 2016, Díaz tore a ligament in his right elbow that would require Tommy John surgery.[4] Díaz was designated for assignment on June 10, 2018, and subsequently released on June 14.[5] A day later, he re-signed with the Rockies to a minor league contract.[6] He elected free agency following the season on November 2.[7]
On December 21, 2018, Díaz re-signed to a minor league contract.[8] He was called up on May 22, 2019, to the MLB roster. He would remain in the bullpen for the Rockies for the remainder of the season, posting a record of 6–4 in 56 games with 5 saves. In 2020, his performance regressed as he finished with a 7.65 ERA in 24 games with 4 saves. His control also worsened as he induced 14 walks in 20 innings. On April 1, 2021, Díaz was designated for assignment following the signing of Jhoulys Chacín.[9] On April 5, Díaz was outrighted to the alternate training site.[10]
Díaz spent the 2021 season with Triple-A Albuquerque. There, he made 9 appearances and struggled to a 7.36 ERA with 10 strikeouts. On October 5, Díaz elected free agency.[11]
Gastonia Honey Hunters
On April 6, 2022, Díaz signed a minor league contract with the Seattle Mariners.[12] On June 7, it was announced that Díaz's deal with the Mariners had never been finalized, and that he was signing with an independent team.[13]