The new Chelsea boss made it clear that he wanted to keep Spain international Costa, who is on his former club's radar.
"For me, Costa is a fantastic player, one of the best strikers in the world," Conte said.
"We are Chelsea and Chelsea are one of the best clubs in the world and for this reason, I think Diego Costa must stay.
"I see him very happy and I don't know any other situation. Diego Costa is Chelsea's player".