Colloidal crystals with the cubic diamond structure are attractive templates for three-dimensional photonic band-gap materials, but their self-assembly is hindered by the need for tetrahedral coordination and staggered next-nearest-neighbor bonds, which together impose substantial kinetic barriers in previously realized DNA-mediated systems. Here we demonstrate an entropically guided, non-site-specific route to colloidal diamond that uses the depletion interaction to assemble tetrahedrally lobed patchy particles (TLPPs). The nonconvex TLPP shape encodes the staggered geometry and permits multiple sequential contacts between neighbors, so excluded-volume overlap increases progressively as particles approach the fully interlocked configuration. Using polymer micelles (Pluronic F127) as depletants, as well as silica and titania nanoparticles and polyethylene oxide, we obtain cubic-diamond crystals that form at lower particle concentrations and on timescales about an order of magnitude faster than TLPPs linked through DNA-coated patches. Confocal microscopy of fluorescently labeled, refractive-index-matched particles confirms three-dimensional diamond order and predominantly ABC stacking of the [111] planes through analysis of bond networks, radial distribution functions, and a threefold bond-orientational order parameter. Monte Carlo excluded-volume calculations and umbrella sampling show that increasing depletion strength reshapes the potential of mean force into a broad, funnel-like landscape toward the fully interlocked sub-kissing state, substantially reducing the rotational entropic barrier to binding. Finally, we show that depletion-assembled structures can be permanently fixed by hybridization of palindromic DNA linkers followed by UV-induced thymine photodimerization, enabling washing, drying, and downstream conversion to inverse photonic lattices.