The Spain international has been heavily linked with a move away from Stamford Bridge in recent months, with a big-money switch to the Chinese Super League touted as a likely destination.
However, the 28-year-old has poured cold water on the possibility of a move to the Far East, saying he wants to either stay at Chelsea or return to former club Atletico should Blues boss Antonio Conte deem him surplus to requirements.
Speaking after netting Chelsea's goal in Saturday's 2-1 FA Cup final defeat to Arsenal, the Brazil-born Costa told Spanish media: "There is only one team I'd go to if I have to leave here, only one.
"I have no intention of leaving, I'm very happy here, I have two years on my contract, but if the club want to sell me there is one club I would go to.
"Everybody knows the club I like. Atletico? Yes, everybody knows that, there's no problem.
"I will remain (at Chelsea) if there is intention from the club and the coach for me to stay, but if they want to sell me to bring in another striker, I will go."
Costa, who joined Chelsea from Atletico in 2014, added of his future: "I'm very calm, the only conversation I've had is with the club, for them to call my people to know what's going to happen.
"I'm going to choose my future, not them. I'm not going to change one city and country for another if it's not Spain.
"If the club really want to sell me, there's only one team for me.
"People talk too much about China. There's a World Cup (in 2018) and if I go to China I won't play in it."
