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.
Chelsea are understood to be close to sealing a €42 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.
Adrian Lopez and Arda Turan were also on the scoresheet for the visitors, who recovered from going a goal down to Fernando Torres to ease to a comfortable victory.
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