Following a frustrating 2015/2016 season, Costa was keen to move back to the Vicente Calderon last summer.
Although Atletico were open to a deal, they showed a lack of patience and discussions broke down.
Costa stayed at Stamford Bridge and his 17 goals have helped Conte’s men go 10 points clear at the top of the Premier League.
“Atletico knows I have a special feeling for the team, I lived the best moment of my career there. El Cholo [Diego Simeone] knows it wasn’t impossible for me to come back to Atletico,” he told El Larguero.
“The relationship with Conte didn’t start well because when he arrived I told him I wanted to go to Atletico. Chelsea’s fans love me a lot, even more than in Atletico, figure that!
“When Atletico had to wait for me they didn’t, there was still a month to go in the transfer market.
“I’ve done everything to come back to Atletico Madrid but I wouldn’t fight the same to return. When Atletico didn’t wait for me, I had to go to Conte with the tail between my legs.”