Dioudis was promoted to the senior Aris team in May 2011 while Sakis Tsiolis was coach. In his first professional season, he did not play any match, being behind Michalis Sifakis and Markos Vellidis. In 2012–13 season, being the second-choice goalkeeper of Aris because of the departure with Sifakis, Dioudis started in only the second matchday, against OFI in the Kleanthis Vikelidis Stadium, because of an argue between the first goalkeeper of the squad, Markos Vellidis and the coach Makis Katsavakis. The match ended 0–0.
On 22 July 2014, Dioudis made a transfer to Belgian giant Club Brugge on a two-years' contract, with an option for an additional season. He became second goalkeeper after the Australian international Mathew Ryan. Aris gets €200,000 with the transfer of their goalie.
On 25 June 2015, following a season in which Dioudis did not play and was only the reserve goalkeeper behind Mathew Ryan, he joined Greek side Panionios on loan for the 2015–16 season, returning to the Superleague Greece. On 28 November 2015, he made his debut with the club in the Superleague in a 2–0 home win against PAS Giannina. On 12 December 2015, in a 1–1 home draw against AEK Athens for the Superleague reached 50 appearances in his professional career in all competitions. At the end of a successful 2015–16 season, the officials of the club are more than happy with the international goalie's performances and they will do everything in their power to keep him in the club, while Greek giants Olympiacos and Panathinaikos also monitored him for the summer transfer window.
Return to Aris
On 25 March 2016, after solved his contract with Club Brugge, Dioudis returned to Aris on a 3-year contract. He stated that despite receiving offers from Olympiacos, Panathinaikos and AEK Athens he wanted to return to his "home". On 25 July 2017, after only a year with Aris, the talented Greek goalkeeper will most likely continue his career at Panathinaikos, since the two clubs agreed terms. The Greens will pay an estimated amount of €150,000 in order to complete the purchase of 24-year-old international, who is expected to sign three-season contract with manager Marinos Ouzounidis' team and replace experienced Englishman Luke Steele.
Panathinaikos
On 8 August 2017, Panathinaikos have announced the signing of goalkeeper Sokratis Dioudis, ahead of the 2017–18 season. The 24-year-old international was the sixth player that moves to the Greens this summer. On 25 November 2017, he made his debut with the club in the Superleague, in an away game against Atromitos. At the end of the 2017–18 season, many were worried with him as the first choice this season following the departure of Odysseas Vlachodimos to Benfica, but Dioudis has proved to be an outstanding replacement and credit is given to Panathinaikos' coach Giorgos Donis for turning the player from last season’s inconsistent displays to a keeper who commands his area well and makes extraordinary saves. On 11 November 2018, Dioudis in a 1–1 away derby with rivals Olympiacos suffered a face injury in a strong aerial challenge from Bibras Natkho. The Israeli midfielder earned a yellow card and Panathinaikos were forced to replace the injured Dioudis with Konstantinos Kotsaris. It was a scary moment for Dioudis as he swallowed his tongue. In a touching moment of the derby, the home fans clapped for the injured Panathinaikos keeper as he was carried off in a stretcher. On 31 January 2020, Dioudis has agreed to extend his Panathinaikos contract through to 2023. Dioudis, has conceded 21 Superleague appearances in the 2019–20 season, gaining seven clean sheets along the way. At the end of the 2019–20 regular season, the 27-year-old is now considered as one of the best goalkeepers in Greece. Dioudis played at the same high level throughout the entire regular season, recording an impressive total of 11 clean sheets while conceding 22 goals in 25 games. The last time when Dioudis conceded more than one goal in a match was in November 2019 as Panathinaikos defeated AEK Athens 3–2.