Diego trains in Albuquerque, New Mexico where he grew up with his family. He follows an extremely strict diet while he trains. He also frequently uses cyrotherapy which is almost an entire body immersion into a freezing chamber, hundreds of degrees below zero, for a minute or two at a time. In order to cut weight quickly he uses he training in combination with multiple supplements, the most notable being a fat burner called instant knockout.
It’s no secret that Diego Sanchez trains extremely hard but not many people know that he also considers every last possibility while training. In fact, he actually trains his chin to absorb blows without being knocked out. You can check out the following video to see exactly how that works: