It's also something the man who signed him, former Saints boss Graeme Souness, will never be allowed to forget, despite his attempts to lie the blame at club legend Matt Le Tissier's door.
It's a story that remains completely ridiculous, no matter how many times you hear it, in which the 31-year-old Senegalese 'striker' not only convinced Souness that he was a footballer worthy of the top flight, but also that he was the cousin of Ballon d'Or winner Weah.
Soon afterwards, Saints would realise they had been duped by the biggest phoney in the history of English football, after inexplicably giving him game time against Leeds.
And more than two decades later, Dia's story has become legend.
Just a few days before signing a one-month deal at St Mary's, Dia had been playing for non-league side Blyth Spartans.
Then, against Leeds on November 23rd, 1996, he was the only fit player on the Saints bench who wasn't a defender, and so when Le Tissier was forced off with injury, on he came.
Replacing the club legend didn't work in his favour, but neither did his performance, with Le Tiss later describing Dia as 'like Bambi on ice', and 'f***ing hopeless'. He was later substituted in the second-half and Leeds went on to win 2-0.
Ali Dia, the Premier League's most famous con man, is 53 today. In this clip #SaintsFC boss Graeme Souness talks up his new signing and his nice chat with George Weah.
Gold. pic.twitter.com/eRi7xLYj6D
— Proper Football (@sid_lambert) August 20, 2018
In the years since - 23 to be exact - Souness has attempted to save face by insisting he knew exactly how bad he was.
And he told talkSPORT back in 2017 why he simply had no other choice but throw the 'fool' on against Leeds.
'After five minutes we knew he was a dumpling.'
"It's one of those stories that's got arms and legs," Souness told the talkSPORT Breakfast host Alan Brazil in 2017
"We had no dosh at the time at Southampton, and we had players in most weeks to train.
"So this guy turned up, someone had phoned the club to say he was related to George Weah and he turns up for training.
"Now, I've got serious football people with me and within the first five minutes we knew he was a dumpling, we knew he was not good enough.
"We let him stay to the end of the week, but as the week went on we had injury after injury after injury, and then we get to Thursday or Friday and Terry Cooper said to me, 'you know you're going to have to involve that fool in the squad of Saturday'.
"I said, 'no we cant do that', but he said, 'I'm telling you, you've got nothing, you've got full-backs and centre-halves, you've got no strikers at all'.
"So we register him for a month and he's on the bench against Leeds - God forbid anything happens to Le Tiss!
"I think it was after 16 minutes, Le Tiss comes off injured, and I looked along the bench and I've got centre-halves and full-backs and I'm thinking, throw the fool on, he'll at least run around and be a pest on the pitch.
"But he goes on and had the most marvellous knack of being where the ball had just been, he'd arrive in late every single time, so we took him back off.
"Of course the story was we were conned, we gave him a contract, the reality is we knew right away he wasn't good enough."
He did almost score, though, which people appear to forget…
#OnThisDay 20 years ago, Ali Dia almost netted on his #SaintsFC debut…