Thierry Henry claims he received several lucrative offers to leave Arsenal during his playing days but turned them down because money was not his “priority”.
And that led to a dispute between Costa and Chelsea boss Antonio Conte, with the Italian taking the decision to leave the marksman out of the side which beat Leicester City 3-0 last weekend.
Henry says he “understands” why some players would consider switching to Asia to earn huge sums of money, but believes it all comes down to what their priorities are.
"I think for the league, for the fans and for Chelsea I'm happy to see him [Costa] back,” he told Sky Sports.
“I can understand that [possibly considering a mega offer from China]. It depends what's your priority. I went through it [huge offers from rival clubs] when I was at Arsenal.
“When we were unbeaten in the league, some clubs came, double and triple whatever salary, and I stayed. My main priority wasn't money. I can understand what it is for a player.
“You ask any player in the world you could quadruple your salary, I don't know anyone who would go 'no'. You're going to listen. My priority was different. It depends on your priorities."
Costa has scored 15 Premier League goals for Chelsea so far this season.