However Costa maintained that his thoughts towards former gaffer Jose Mourinho is cordial as he keeps in touch with the Manchester United manager.
Atletico Madrid are in no rush to sign Diego Costa from Chelsea and could look to complete the deal after the transfer window has officially closed.
"Why won't they let me go if they don't want me?" he told the Daily Mail on Monday.
The 28-year-old has been in dispute with Chelsea's coach, Antonio Conte, since the turn of the year when the Brazilian-born Spain global was upbraided for a row with the fitness coach Julio Tous.
"For them to want to get rid of that kind of player, I can't understand how that's come about".
"I never had any problems with Jose, we have a strong relationship". I was happy. When the manager does not want you, you have to go. I am open to being a year in Brazil without playing, even if Chelsea fine me for a year and don't pay me.More news: Usain Bolt stumbles on his last hurdle, broke down in tears
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Costa, who revealed while on Spain duty this summer that Conte had messaged him by text to say his Chelsea career was over, added: "His ideas are very fixed and clear".
'If you were to ask all my team-mates, they'd say the same.
'I am always talking with the boys - particularly Cesc Fabregas, David Luiz and Willian. "If they didn't, they wouldn't be saying they miss me and love me". We have banter over WhatsApp. He continued, saying that he doesn't doubt Conte's ability as a manager, but rather as a communicator: "I respect him as a great coach".
'They ask how I am.
The dynamic of Chelsea's team will be transformed with the silky, creative Morata replacing the bullying, growling Costa.
Despite the fact that Chelsea's Premier League season didn't get off to the best of starts following their defeat to Burnley, Antonio Conte isn't panicking just yet because there's an abundance of talent in the champions' squad.
"I have seen the sort of person he is".