Costa was on target from the penalty spot as Diego Simeone's side won 3-1 at Stamford Bridge to set up a final in Lisbon next month against rivals Real Madrid.
Goal understands Chelsea are close to sealing a £35 million deal for the 25-year-old and Costa admits that while he is aware of interest from other clubs, he has yet to decide his future.
"Chelsea in my future? We'll see, I know there are offers for me," he told Sky Italy. "I feel well here at Atletico. Let's see."
Costa hailed his side's victory as "amazing and historic" and praised coach Diego Simeone for his part in Atletico's superb season.
"This is something amazing and historic. We have done everything we can to be in this final," he told Canal Plus.
"The ball did not stay at the penalty spot, but it finally ended well. I think the team is making things right but Diego Simeone has succeeded in making the best decisions in every moment."
Mourinho praised the "impossible" save of Thibaut Courtois from a John Terry header before Costa was brought down in a Chelsea box a minute later by substitute Samuel Eto'o
Despite being booked for his protestations that the penalty spot was uneven, the forward ruthlessly dispatched the ball from 12 yards to help Atleti on their way to the final.
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