Costa has back in his hometown of Legarto and has refused to return to Chelsea training.
Costa attended a local Brazilian league game at the Arena Batista this weekend.
And the Spain international expressed his desire to one day play in his native Brazil again.
“I've had the pleasure to mastering Europe and am recognised throughout the world," Costa told Globoesporte.
“I hope to continue like this because I still have a few years ahead to play.
“Before finishing my career I feel like playing some years here in Brazil to be able to enjoy the country a little more and experience it.
“Now it's all about working, scoring goals to being called up for the World Cup in Russia."