The Chelsea forward left the Champions League finalists in 2014 to join Stamford Bridge.
And apparently the Argentinian boss has been looking to bring the 27-year-old back to Spain for this season.
But in the end Atletico settled by signing Sevilla ace Kevin Gameiro.
Speaking to Spanish programme Espacio Reservado, the Argentinian manager said: “The club worked on the possibility of Diego Costa’s arrival and after that did not advance, we were always very clear with Gameiro. Always.