Following a frustrating 2015-16 campaign for all concerned at Stamford Bridge, the Spain international was eager to secure a return to Vicente Calderon last summer.
They were, however, to pay the price for a lack of patience in negotiations as discussions broke down and all parties went their separate ways.
Costa has been able to patch things up with the Blues, with a 17-goal haul helping Conte’s side to the top of the Premier League table, with the 28-year-old seemingly enjoying his football again.
There has been further speculation surrounding his future since the Atletico saga, with big-money offers from China mooted during the winter window, but Costa considers that chapter to be closed for now, with there no way back to the Spanish capital.
He told El Larguero while away on international duty: "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.
"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.”
While ruling out a return to Spain, Costa hopes current team-mates Eden Hazard and Thibaut Courtois take similar decisions – with both having been heavily linked with Real Madrid.
He also refused to close the door on a future switch to the Chinese Super League.
Costa added: "In life anything can happens. I don't close the door to anybody. Now I'm fine at Chelsea but you never know.
"I hope Real Madrid doesn't get Hazard or Courtois.”