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.
“He is an important player, a very strong player, one of the best in the world, and I am sure when he goes into our ideas he will score a lot of goals for us.”
