The striker has left Atleti after falling from prominence in recent times following the summer arrival of Luis Suarez from Barcelona, who is now the preferred central striker alongside Joao Felix in attack.
A report in El Mundo on Monday claimed that Los Rojiblancos only allowed the experienced striker to leave the club under the premise that he would not join a rival club, so as to deter him from joining a team still in the Champions League.
The striker originally joined Atleti 2010 from Real Valladolid – scoring 64 goals in 135 appearances in his first spell, before joining Chelsea in 2014.
He returned to the Spanish capital in January 2018, scoring 19 goals in 81 outings – a spell that was blunted by injuries and fitness issues.
Diego Costa wrote on his Instagram account, as per Marca: “Well People … Atleticos … Today, with sadness, but at the same time happiness, I come to say goodbye to all the Atleti fans , to all my people. I am sad for not being able to be a bigger part of this family, being in the day to day, but happy to have been a part of it, of this great club.
“Here I have gone through difficult moments, from which I have always risen thanks to the help of doctors, physios and teammates. And happy moments that are already in my memory and in everyone’s.
“But I want to tell you that I am happy to have been able to make history and put my little name in that of this great club. Something I always wanted but never imagined could happen.
“I want to thank all at Atlético, but I think my time has come and that for me and the club, it was the best thing that could happen. I think it is the best time for both of us, and the best way to help this team and the club. I have given my best, or at least, I always tried to give my best for this club and this shirt.
“They have been my family. I want to give thanks also to the Coaching Staff. And to the fans. Just THANK YOU, THANK YOU and THANK YOU. They have always encouraged me. They were always, and always will be, a motivation. THE GREATEST THING OF THIS CLUB.
“I had a dream…I saw how all the fans shouted the name of the great players who have worn this shirt, and dreamed, and believed, and encouraged me to work to one day deserve to have my name shouted as well.
“Now I remember moments in which in the Calderón first, and in the Wanda later, they have shouted my name, and I want to tell you that they are unique moments for me. Much more than the titles, because the affection and the fans will always be the most important thing to me. So…THANK YOU VERY MUCH FANS. I do not want to say what everyone says when they leave a club. That I will be one more. No. I showed it on the field, I showed it in every game … I I AM ALREADY FROM ATLETI. Now, with great enthusiasm, strength, desire and passion for what is to come, the next challenge. ATLETICOS…THANK YOU…I LOVE YOU.”