The 28-year old has been reportedly offered a £25m-per-year contract with Chinese Super League club Tianjin Quanjin.
However, the Spaniard has revealed if the Blues were to sell him, he would only want to return to the club he spent four seasons at before moving to Chelsea in 2014.
“I will only leave Chelsea for Atletico,” Costa told DIRECTVSports.
“If not, I will stay here. I’m not interested in other clubs.
“I have a contract and no intention of leaving, but if there are changes to be made that might reduce my chances, if the coach won’t count on me anymore or is to give space for another striker, I know that I’ll have to leave.
“Everyone know what my preferred club is, there’s nothing to hide.”