Diop became involved in a heated exchange with some of Atletico's fans when he went to take a corner at the end of Levante's 2-0 win on Sunday.
Before the 28-year-old could take the set piece, referee Jose Gonzalez blew the final whistle, leading to Diop kicking the ball into the away supporters.
Diop claims some Atletico fans then made monkey gestures towards him, with the midfielder responding by dancing in front of them in celebration of Levante's victory.
"It's an issue that has affected me a lot," Diop told reporters after the match. "I went to take a corner and part of the Atletico support began doing monkey chants.
"To take the heat out of the situation, I started to dance, but I didn't insult anyone.
"I don't have anything against the Atletico supporters because it was only a section of their support that shouted at me.
"I think it's disrespectful that it happens at all stadiums. It's a provocation. I don't know if it can be called racism, but the monkey chanting has to be stopped now."
The complaint from Diop comes just seven days after an incident involving Barcelona full-back Dani Alves, in which a banana was thrown onto the pitch as he took a corner against Villarreal.
Alves responded by taking a bite from the banana, with fans and players alike subsequently taking to social media to show their support for the Brazilian.
