Brendan Rodgers' side made a £21.8 million bid for the Brazilian forward last week, but the Madrid club insisted he was not for sale.
Speaking to AS, Caminero said: "Diego Costa is a very important player for Atletico, we value him very highly and we are convinced that this year he is going to score a lot of goals with Atletico. He is an idol for the fans."
Pressed on whether Costa would stay at he club, he added: "Yes, he's going to continue."
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