Diouf has had many problems during his time in England and club captain Okocha wants people to focus on Diouf's talents on the field rather than off it.
"El-Hadji is a marked man now," said Okocha.
"It is always easy to be critical of someone in that position. We all know he has a lot to learn but I believe he is doing well.
"I truly believe I have a big part to play in him becoming a better person and a better player.
"We are good friends and we talk a lot, to the extent I look upon him as my brother."
"Maybe at times last season he was still feeling frustrated with himself because he didn't really make it at Liverpool," said Okocha.
"But I am so impressed by him. He is one of the main reasons why we ended up where we did last season.
"Without doubt, he is world class, I just wish people would judge him on what he does on the pitch."