The 27-year-old Spain international has been linked with a return to former club Atletico Madrid after two seasons in England - the first of which saw Costa finish with a Premier League winners' medal.
But, despite sanctioning a deal to bring Belgium striker Michy Batshuayi to the club, Conte is determined to keep the Brazilian-born forward among his ranks for his debut campaign at the helm.
"Diego is our player," Conte said at a press conference in Austria, reported on www.chelseafc.com.
"He is a fantastic player, a player with a fundamental importance and there is no problem.
"He stays with us, he is working very hard, he is very happy to work with his team-mates and with me in the new idea of football. He is a Chelsea player.
Judging by the 34-year-old's social media, Ibra has certainly not been slacking when it comes to fitness during the off-season.
He recently posted a video of himself on the treadmill in the gym, saying: "No need to get in shape, I stay in shape. Hard work pays off."
And in his latest Instagram post, the new Red Devils star does some keepie-ups before executing a scissor kick on Los Angeles' Venice Beach.
Zlatan then met up with former Paris Saint-Germain team-mate and United legend David Beckham for dinner and drinks, and the two footballing icons were joined by none other than actor Matt LeBlanc!
Tuesday marks the 23rd anniversary of one of Manchester United’s most important signings. Roy Keane arrived from Nottingham Forest and Old Trafford was never the same again.
Whatever you think of Keane and his demeanour, there’s no denying that he made a massive impact on the club and that he left a lasting impression.
Not only was he an exceedingly intense and committed individual, he was one of those players you’d be relieved to line up alongside rather than against.
During his reign United’s Captain Fantastic sparked talking points for a variety of reasons; a show of brilliance, an inspiring run, a crunching tackle or a moment of madness.
Here, we look at five of his most memorable moments in a United shirt.
SPAT WITH PATRICK VIEIRA IN HIGHBURY TUNNEL
The rivalry between Roy Keane and Patrick Vieira will always be remembered as one of the finest in football. The two were among the greatest midfielders of their time and captained the two sides that dominated English football.
They regularly clashed on the pitch but in 2005 at Highbury, the battle got underway inside the tunnel itself. Keane was visibly agitated but it seemed to help. After trailing by two goals, United pulled off a stunning comeback to win the game 4-2.
BRACE VS ARSENAL
Given his professed ‘hatred’ towards Arsenal, his two goals against them in 1999 would have been particularly satisfying.
TACKLE ON HALAND
The value of a tough-tackler in the middle of the pitch cannot be underestimated. As far as midfield enforcers go, Keane was among the very best. However, he had a tendency to go over the top.
His tackle on Alf-Inge Haland in 2001 wasn’t reckless. It was worse. It was calculated and vengeful. For someone who was so highly regarded as a leader, it was a poor example to set.
OLD TRAFFORD DEBUT
Keane put in a bright performance on his Old Trafford bow, bagging his first two goals for the club in their 3-0 win over Sheffield United.
The game showcased the incredible energy and dynamism Keane brought to United’s midfield on a groud he would boss for years to come.
PERFORMANCE AGAINST JUVENTUS IN 1999 CHAMPIONS LEAGUE SEMI-FINAL
If you had to pick one game to portray what Roy Keane was all about, it would be this one. The United skipper picked up a yellow card which ruled him out of the Champions League final but despite going 2-0 down, he produced an inspirational and selfless performance to make sure the team got to the final.
Once they did of course, well, the rest is history.