The move has been held up due to club president Louis Nicollin holding out for an 8million euros fee for the Argentinian, but Costa is still hopeful an agreement can be reached.
"A great European club like Valencia are interested in me and I have always dreamed of playing for a club like that," he said. "Right now, it doesn't look like being easy so I must wait a while.
The Spanish giants, though, are not the only club to have expressed an interest - at least according to Costa.
"I have good contacts and Valencia are not necessarily the most serious," he continued in L'Equipe. "I also have a number of contacts in France. I am very happy to have attracted the attention of these clubs. I am lucky.
"Right now I am in Argentina enjoying time with my family. I think things will develop rapidly, it must happen quickly."