The 32-year-old Spain international has been a free agent since Atletico Madrid granted his request to terminate his contract early at the end of December.
And he could return to football in Portugal with Benfica reportedly making contact with Costa and tabling an offer to sign him.
Costa, who played for Chelsea between 2014 and 2017, was linked with a return to the Premier League during the January transfer window with Manchester City, West Ham and Tottenham among those reportedly interested.
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