That still might be the case, however for the first time in a while there appears to be a break in the ice.
The Belgian was at the heart of Antonio Conte's side which stormed to the title last season - and insists he's happy at Chelsea - but has not ruled out joining a Spanish club at some stage of his career.
That move however did not materialise with Atletico's transfer ban making the deal a complicated scenario.
Atletico Madrid where he looks at returning to are serving a ban and can not sign any player till January.
Chelsea reportedly fined Costa two weeks' wages for failing to return to training, and has remained in his native Brazil as the dispute over his future rumbles on.
Costa, who has been named in Chelsea's 25-man Premier League squad but not in their Champions League one, is now also understood to be consulting his lawyers.More news: Opposition welcomes Kenya's Supreme Court ruling
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Conte, for his part, has repeatedly stated that Costa is "in the past" for Chelsea.
The chances of Diego Costa rejoining Atletico Madrid tonight are "unlikely, but not impossible", according to Sky sources.
Chelsea striker Eden Hazard said he is determined to help the club win the Champions League this season.
'I'm now with a team that have made a massive financial commitment for a Real Madrid substitute, ' said the 24-year-old.
"I've demonstrated I care for Atletico and have interest in playing for them", he told ESPN Brasil last month.
"Are Real Madrid the team to beat in Europe?"
"Now the most important thing for me is just to recover, so I can get back in the squad and go out on the pitch to play".