Chelsea have always insisted they would not entertain a bid and that Costa was happy - although he says he did wish to return to Madrid.

"The truth is that I had hopes of returning (to Atletico), I won't lie," Costa told Spanish television station Movistar.

"Everyone knew there was the possibility to return, it wasn't to be because of some details.

"I'm always grateful to the fans of Atleti, and to Cholo (Simeone), who has always placed his confidence in me.

"Right now I'm at Chelsea, I'm happy there and the league has started. I hope Atleti do very well like last season and win some titles."

Costa won the Premier League and League Cup in his first season at Stamford Bridge, but has regularly been disciplined for on-field indiscretions.

He also hinted at previous claims he feels victimised by the media, but says he cannot complain because Chelsea fans adore him.

Costa added: "Everybody knows what happened with me there, with the language, the climate, etc...

"But I can't complain because the fans love me, Chelsea respect me.

"Now things are how they are, I wish the best for Atletico, but I have to do my job (at Chelsea)."

It was widely suggested he missed out on Vicente del Bosque's Euro 2016 squad due to a three-match violent conduct ban sustained in the Premier League.

Speaking on international duty with Spain after being called up by Del Bosque's successor Julen Lopetegui, Costa insisted he would not change the way he plays.

"If I wasn't called up for the Euros because of my character, I won't play for Spain again because I won't change my way of playing," he added.

"That's the way I am, and that's what carries me to win games.

"I have nothing but words of thanks for Del Bosque. He didn't give me a call to tell me I wasn't being called up for France, but I didn't ask for any explanations."