Last week Costa, 28, revealed that Chelsea's manager sent him a message while he was away on worldwide duty to let him know he was no longer in his plans.
Things could work out for Costa however, as Atletico are looking to use their Chinese influence and move the striker temporarily to China before buying him back in January.
Asked about the possibility of seeing his brother play for Brazilian club Palmeiras, Jair Costa told Yahoo Esportes: "To be honest, now, I find it very hard".
Costa made the latest revelations after scoring in Spain's World Cup qualifying win over Macedonia.
Chelsea striker Diego Costa has hinted he may be open to a move to Italian giants Milan by stating they "are a fantastic club, with an impressive history".
"I feel very strongly about Atletico and I will continue to enjoy the club very much whether I go there or anywhere else".
AG Jeff Sessions testifies before Senate Intelligence Committee
The hearing will bring contentious questioning for Sessions and likely some uncomfortable moments for the Trump administration. Remember, Sessions said only a little over a month ago he shouldn't be involved in the Russian Federation investigation.
Chelsea manager Conte triggered the conversation at the start of this week with a message to all his players wishing them an enjoyable summer and time off with their families and reminding them to keep in shape.
One thing's for sure, however, and that is that Costa won't be moving to China despite reports of several big money offers from their Super League. "Thanks to God I'm not lacking teams [to join]", he said.
Asia has, however, been ruled out as a possible destination ahead of next summer's World Cup.
Diego Costa will not be at Chelsea next season.
"Everybody knows that I have a lot of affection (for Atletico)". If they want to sell me, they'll have to sell me. The Italy worldwide plays in a position similar to his Belgian counterpart's and Conte has identified him as an alternative if they lose Hazard to Real. PSG could likely still afford a bid for Costa, but how necessary would that be when they're adding Aubameyang to an attack that includes last season's Ligue 1 top scorer Edinson Cavani?
"Antonio Conte has told me by message that I do not follow at Chelsea and that's it".