Atletico's first team players had a warm down session with fitness staff, including chief Oscar Ortega, after their clash with Sevilla.
Costa did not appear, though was understood to have been present at the Majadahonda sports city.
The Spain striker remains tied to Chelsea, though his move to Atletico is expected to be rubberstamped later on Monday.
He was undergoing a medical and taking fitness tests under the watchful eye of Ortega on Sunday and these will continue into today.
Atletico, meanwhile, have announced they've crashed through the 110,000 membership barrier since Costa's signing.