However, he insists he only wants to join Atletico Madrid.
Costa told ESPN Brazil's Joao Castelo-Branco: "Chelsea have offered me to several clubs, but I was very clear with them.
"I said that if I'm not part of the manager's plans, I would like to choose my destination.
"I'm not going to let them decide just to get more money.
"When I came to Chelsea they paid a lot less compared to what's being offered to them.
"I think they should take into account everything that I've done. It's not my fault that I'm not at the club.
"If it was down to me I'd be playing. It's already been one month. Holidays are good but it gets tiresome.
"I didn't provoke the situation, but now that it's come to this the club has to think in two ways.
"Of course they need to get something back [in a sporting sense], like I gave them on the pitch, but financial as well. After three years they will receive a fee higher than what they paid."