The Spain international - currently representing his country at the World Cup - scored 36 goals last season as Atletico won a thrilling La Liga title race and reached the Champions League final.
|2/1||Chelsea are 2/1 with William Hill to win the Premier League in 2014-15|
The striker dropped a strong hint before the World Cup that he would be heading to Stamford Bridge - where he has already completed a medical ahead of a £35m move, saying: "Am I going to Chelsea? It looks like it."
And Mourinho has now revealed that he has demanded Costa be snapped up as Chelsea look to improve upon a trophyless first season under the Portuguese.
He told Marca: "Costa is a player I want in my team.
"I've asked the club to bring him in and I am extremely confident that we are going to get him and he'll end up signing for Chelsea."
Chelsea have already secured the signature of Cesc Fabregas from Barcelona as Mourinho looks to reinvest cash earned from the recent big-money sales of Juan Mata to Manchester United and David Luiz to Paris Saint-Germain.
One player definitely headed to Stamford Bridge from Atletico is goalkeeper Thibaut Courtois - who has spent the last three seasons on loan at the Vicente Calderon.
Courtois is also at the World Cup, with Belgium, and has previously suggested he would prefer not to play understudy to regular Chelsea keeper Petr Cech. As a result, Chelsea are ready to sell Cech, with Courtois set to take the No.1 shirt in the 2014-15 season.
Mourinho explained: "When the World Cup in Brazil is over, Courtois will be coming straight back to Stamford Bridge - end of story."