He told AS: "Am I going to Chelsea? It looks like it."
Chelsea have already Costa's £32m buyout clause and have become frustrated with Atletico's attempts to delay rubber-stamping the deal.
A Chelsea source told the Mail on Sunday: "Chelsea have made an offer to Atletico Madrid in compliance with the buyout terms in Diego Costa's contract, and Chelsea have been advised that the player has provided notice to Atletico Madrid invoking the buyout clause and directing the club to accept Chelsea's offer.
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