Following the final whistle at Wembley, however, Costa denied he's considering a move to China revealing the only club he'd join if he would leave Chelsea in the summer.
"I will only leave Chelsea for Atletico", Costa said.
Atletico, who finished third in La Liga this season, are now banned from registering new players in the upcoming transfer window due to irregularities in the singing of players under the age of foreign minors.
Costa also revealed earlier this season that he almost returned last summer to Atletico, where he had spent four seasons before moving to Chelsea in 2014.
The Chinese Super League is growing but like I said my intention is to play in the World Cup.
The 28-year-old has won two Premier League titles and the League Cup since joining the Blues in 2014.
"I will stay if I see the club and the manager wants to keep me".
"The truth is I am very good here and I have a contract, but if the club want to sell me they know there is only one club I would go to".
Costa also talked up the talents of Chelsea teammate Michy Batshuayi and says he has a big future at Stamford Bridge despite struggling for first-team football this season. "He has proven in the last games that he has quality and scoring ability".
For their part, Chelsea are unlikely to receive as much from Atleti as they were expecting to from Tianjin Quanjian, who no longer look well positioned to pull off a deal. He has all the qualities to stay here.
"If the offer is from Atletico, I will think about it that much is clear".