Costa has been in excellent form this season, scoring 15 times as the Blues have gone on a 13-game winning streak.
Last term, the Spanish striker had scored just three times before Jose Mourinho was sacked in December, but then he went on a scoring run to finish the campaign with 16 goals to his name.
Costa says he is happier at Chelsea now and praised manager Antonio Conte for being “someone whose support [the players] can count on in difficult moments”.
He said: “Could I have gone in the summer? Yes, yes. I was about to leave. I was about to but, well, I’m happy here as well and that’s that.
“Did I want to go? Yes, yes. I had the possibility to go to Atletico, because of a few things, the family, the life I have there but not because of Chelsea, because, here, there’s a lot of love with the supporters, with the people, so I’m here very happy, I’m very content.
“People love me a lot. There was one thing I wanted to change for family reasons but, well, it wasn’t to be and I continue to be happy here. It was important too that the manager, from the very first minute, said he counted on me.
“The truth is the manager is good with the players, every time making more jokes with the players, and that’s good for us, to have a manager who is not just a boss but like a person we can talk with, someone whose support we can count on in difficult moments.”