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- Riftweald Manor – In a bowl in the basement.
- Amaund Motierre carries several precious gems. A diamond may be one.
- Rannveig's Fast – On the upper level in a pot with a dead bandit reaching for it.
- Shrine of Mehrunes Dagon – Directly above the temple, with other items of value.
- Hillgrund's Tomb – On the table in the room after beating Vals Veran.
- Sky Haven Temple – In the river right by the temple on a small wrecked boat.
- Korvanjund – In a bowl in the main chamber along with other gems.
- Occasionally on the bodies of thieves and on the body of Esmond Tyne.
- On top of the doorway at the end of Kagrenzel next to the waterfall and the chest.
- One can be obtained in Castle Volkihar, and respawns every ten days. (Only accessible in Dawnguard).
- Found as random loot on giants.
- Found as random loot in chests.
Chances of finding diamonds as well as other precious gems are increased with Prowler's Profit, a perk obtained by finishing the Thieves Guild quest "No Stone Unturned," finding all of the Stones of Barenziah and the Crown of Barenziah.