The striker endured a disappointing campaign last season and speculation was rife that he was looking to head back to the club he played for before joining the Blues in July 2014.
Costa revealed that he was unsure whether Chelsea was the right place for him and was seriously contemplating plying his trade in Spain once again due to family reasons.
"Could I have gone in the summer? Yes, yes. I was about to leave," he told The Telegraph. "I was about to but, well, I am 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 is a lot of love with the supporters, with the people, so I am here very happy, I am very content.
"People love me a lot. There was one thing I wanted to change for family reasons but, well, it was not 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."
Chelsea will be glad that Costa opted not to leave as the 28-year-old is currently the top-scorer in the Premier League with 14 goals to his name.