In pokemon diamond,or pearl, none of your pokemon can learn dive.But if you want a pokemon that knows dive, follow these directions.

1: Make sure you've beaten the whole game and have the national dex .
2:Go to the Fight Area and go west 'till you see water.
3:Use surf and surf 'till a Seel Appears(you might have to surf farther west to find it), and it has to be at least level 40 or 41.
4:Catch the Seel and when you check its moves, it should know dive.