The Spain international is reported to be on the brink of a £32m switch to the west London side from the Spanish champions.
Atletico has been my home, my life and I have great feelings towards the club, but things happen in life and one has to accept them
Costa scored 27 goals and made three assists in 35 top-flight appearances as the Brazilian-born striker helped Atletico win the La Liga crown.
Whilst the 25-year-old refused to confirm that he has completed a move to the Blues, Costa dropped his biggest hint that a move to Chelsea is on the cards.
“At the moment I am not paying attention to it because I am thinking about the World Cup, but it is clear that my future lies more with Chelsea than with Atletico Madrid,” Costa is quoted as saying by Sport.
“Atletico has been my home, my life and I have great feelings towards the club, but things happen in life and one has to accept them.
“I do not know what the situation is because I have not been involved in all that.
“I have asked everyone to leave me alone now because I just want to do the best I can [at the World Cup] and to be with the national team.
“Now I will have to speak to my family because this year has been so good but also very hard in some aspects.”
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