Costa scored his 20th Premier League goal of the season as Chelsea beat Middlesbrough 3-0 on Monday night to move within three points of the title.
The 28-year-old striker has been repeatedly linked with a lucrative move to Tianjin Quanjian in the Chinese Premier League since January.
Costa told South American broadcasters DirecTV Sports: "I am the owner of my future and it does not mean that I am going to China."
Chelsea head coach Antonio Conte has insisted the "will of the player" is important in the future of any of his players.
And Costa has previously admitted agitating for a return to Atletico Madrid.
He has two years remaining on the contract signed when he joined from Atletico for £32million in July 2014.
Speculation over a move was at its peak in January when Costa missed the trip to Leicester after apparently having his head turned by a mega money offer from Tianjin.
Conte publicly stated his absence on that occasion was due to a back injury and the rumours subsided but resurfaced last week.
It was suggested a £76m transfer had been agreed, but Tianjin took to Weibo - China's equivalent of Twitter - to deny any negotiations had taken place.
And Conte last Friday did not clarify the situation, calling on Costa and all his players to maintain their focus on completing the season with silverware.
Chelsea have three games to win the Premier League and can do so with victory at West Brom on Friday night.
The Blues also play Arsenal in the FA Cup final on May 27.
Source : PA
Source: PA